A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS (Q4653042)
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scientific article; zbMATH DE number 2139709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS |
scientific article; zbMATH DE number 2139709 |
Statements
A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS (English)
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28 February 2005
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determination of the exercise boundary
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