Multilevel dual approach for pricing American style derivatives (Q377450): Difference between revisions

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Revision as of 21:27, 19 March 2024

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Multilevel dual approach for pricing American style derivatives
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    Multilevel dual approach for pricing American style derivatives (English)
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    6 November 2013
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    American option
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    optimal stopping
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    dual approach
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    multilevel Monte Carlo
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