Quantization-based Bermudan option pricing in the $FX$ world (Q6329093)
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scientific article; zbMATH DE number 900503135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantization-based Bermudan option pricing in the $FX$ world |
scientific article; zbMATH DE number 900503135 |
Statements
13 November 2019
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q-fin.CP
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math.PR
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