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Pricing a Bermudan Swaption using the LIBOR Market Model: A LSM approach

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NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of

NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of

NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of

NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of

NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of

NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of

NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of

NTNU Norwegian University of Science and Technology Faculty of Information Technology, Mathematics and Electrical Engineering Department of