A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663): Difference between revisions

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Property / author: Hwee Huat Tan / rank
 
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Latest revision as of 12:15, 27 June 2024

scientific article; zbMATH DE number 5213439
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A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS
scientific article; zbMATH DE number 5213439

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