Monte Carlo Bounds for Game Options Including Convertible Bonds (Q3019540)

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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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