An efficient algorithm for Bermudan barrier option pricing (Q1931135)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient algorithm for Bermudan barrier option pricing |
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An efficient algorithm for Bermudan barrier option pricing (English)
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24 January 2013
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American barrier option
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Fourier transforms
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Fourier-cosine expansions
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