Monte Carlo Bounds for Game Options Including Convertible Bonds (Q3019540)
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English | Monte Carlo Bounds for Game Options Including Convertible Bonds |
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Monte Carlo Bounds for Game Options Including Convertible Bonds (English)
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28 July 2011
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finance
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asset pricing
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games-group decisions
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stochastic
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probability
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stochastic model applications
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Monte Carlo simulation
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Bermudan optionality
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