Published May 1, 2023
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Bermudan Swaption Introduction
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The general structure of the pricing Bermudan swaption is split into the following sections: collection of attribute information, calculating exercise tree levels and valuation information corresponding to those levels, and calculation of the derivative with a binomial lattice.
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https://ia803108.us.archive.org/21/items/alex_MrEc/mrEc-11.pdf
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BermudanSwaption.pdf
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