Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431): Difference between revisions

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+On the existence of optimal quantizers (Corresp.)
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+Some remarks on the existence of optimal quantizers
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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+WHEN ARE SWING OPTIONS BANG-BANG?
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+Publication:2917431