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		Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model Zhang Nan , Ka Lok Man , Eng Gee Lim 9th International Conference on Network and Parallel Computing (NPC), Sep 2012, Gwangju, South Korea. pp.472-481, ⟨10.1007/978-3-642-35606-3_56⟩ Conference papers hal-01551371v1	Send to ORCID Export BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Advanced export Share Gmail Facebook X LinkedIn More

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