@article{pricingbermudanswaptionundertwofactor,
  title = {Pricing Bermudan Swaption under Two Factor Hull-White Model with Fast Gauss Transform},
  author = {Tomohisa Yamakami and Yuki Takeuchi},
  year = {2022},
  eprint = {2212.08250},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2212.08250v1},
}