Mike Zhu presented “Valuation of Bermudan-DB-Underpin Option”

Tuesday, June 6, 2017

PhD student Xiaobai (Mike) Zhu presented “Valuation of Bermudan-DB-Underpin Option” at the PBSS/IACA Colloquium, Cancun, Mexico. The paper received the “Best Theoretical Paper” at the Colloquium