Recursive lower and dual upper bounds for Bermudan-style options (Q2273928)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive lower and dual upper bounds for Bermudan-style options |
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Statements
Recursive lower and dual upper bounds for Bermudan-style options (English)
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18 September 2019
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finance
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Bermudan/American options
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optimal-stopping times
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recursive lower/upper bounds
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simulation and local least squares
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