Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (Q3618166)
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scientific article; zbMATH DE number 5538437
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| English | Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise |
scientific article; zbMATH DE number 5538437 |
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Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (English)
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31 March 2009
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0.8851079
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0.8525617
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0.8485787
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0.8464357
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0.8425096
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