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scientific article
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scientific article

    Statements

    author
    Mark N. Broadie
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    Paul Glasserman
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    Z. N. C. Ha
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    publication date
    13 July 2003
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    zbMATH Keywords
    American options
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    stochastic mesh
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    transition density
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    maximum entropy
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    least squares
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    Identifiers

    zbMATH DE Number
    1618133
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