I am pricing a bermudan call option using finite difference method. At each exercise time on the grid I have points I exercise and on some of those I don't. Thus, at any given call time there is a probability to exercise which is the ratio of number of points of call/all points. But how would I calculate how probable to exercise on a particular date? It should be in some way conditioned I did not exercise prior to that exercise. Should the probability to exercise at each date sum up to 1 and essentially be a decreasing function with the last value is the probability to hold till the end? Is there an approach for it? I have not seen this in the textbook so please point to the references if those exist.