A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599)
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scientific article
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| default for all languages | No label defined |
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| English | A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options |
scientific article |
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A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (English)
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28 January 2008
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0.8518859148025513
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0.8471893072128296
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0.8370076417922974
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0.8328721523284912
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