On the primal-dual algorithm for callable bermudan options (Q2393163)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the primal-dual algorithm for callable bermudan options |
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On the primal-dual algorithm for callable bermudan options (English)
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7 August 2013
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Bermudan options
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dual bounds
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mixed exercise
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