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��Hull-White�������ģ��. �Դ�Ϊ����,
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�����޷��õ���ʽ���۹�ʽ, ����ʹ����Least Squared Monte-
Carlo�㷨��ȷ����Ȩ������ִ��ʱ��.
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This paper extends Hull-White interest
rate model to cover cross-currency case. In the extended model we
discuss valuation of cross-currency Bermudan swaptions. Since the
closed-form pricing formula is hard to obtain, we apply the Least
Squared Monte-Carlo approach to find the optimal exercising time.
Some numerical results with different parameters are presented.