Quantization-based Bermudan option pricing in the $FX$ world
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Publication:6329093
DOI10.21314/JCF.2021.008arXiv1911.05462MaRDI QIDQ6329093
Vincent Lemaire, Gilles Pagès, Thibaut Montes, Jean-Michel Fayolle
Publication date: 13 November 2019
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