Assume I need to price a Bermudan option which can be exercised at following dates: $t_1$, $t_2$, ..., $t_n$. I think that the price of such an option will be maximum of the prices of European options with maturities $t_1$, $t_2$, ..., $t_n$. Am I right or wrong?
You are wrong. Using the maximum of the prices of the European options is equivalent to choosing (and making that choice final) on $t=0$ the date $t_i$ on which you will exercise. As such a choice would be sub-optimal, you would be giving up value. Therefore the Bermuda option is worth more than the maximum of the prices of the European options.