How to speed up the quantization tree algorithm with an application to swing options (Q2994841)
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scientific article; zbMATH DE number 5882377
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | How to speed up the quantization tree algorithm with an application to swing options |
scientific article; zbMATH DE number 5882377 |
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How to speed up the quantization tree algorithm with an application to swing options (English)
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29 April 2011
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American options
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applied mathematical finance
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control and optimization
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numerical methods for option pricing
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0.81140393
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0.7865032
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0.7840099
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0.7769656
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0.77621555
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