Regression methods in pricing American and Bermudan options using consumption processes (Q3395739)

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Regression methods in pricing American and Bermudan options using consumption processes
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    Regression methods in pricing American and Bermudan options using consumption processes (English)
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    13 September 2009
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    American and Bermudan options
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    error bounds
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    Monte Carlo
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    consumption process
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    regression methods
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    optimal stopping times
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