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scientific article; zbMATH DE number 1795854
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scientific article; zbMATH DE number 1795854

    Statements

    publication date
    31 May 2003
    0 references
    zbMATH Keywords
    Bermudan option
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    superreplication
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    optimal stopping
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    rollover option
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    Identifiers

    zbMATH DE Number
    1795854
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