Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244): Difference between revisions
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Revision as of 22:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved lower and upper bound algorithms for pricing American options by simulation |
scientific article |
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Improved lower and upper bound algorithms for pricing American options by simulation (English)
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23 February 2009
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financial derivatives
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financial economics
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financial engineering
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implementation of pricing derivatives
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computational finance
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