A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599): Difference between revisions
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Revision as of 07:36, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options |
scientific article |
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A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (English)
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28 January 2008
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