Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244)
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scientific article; zbMATH DE number 5509843
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| English | Improved lower and upper bound algorithms for pricing American options by simulation |
scientific article; zbMATH DE number 5509843 |
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Improved lower and upper bound algorithms for pricing American options by simulation (English)
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23 February 2009
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financial derivatives
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financial economics
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financial engineering
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implementation of pricing derivatives
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computational finance
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0.9012193
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0.8996207
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0.89931357
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0.89720607
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0.8891658
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0.88779193
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