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scientific article; zbMATH DE number 1795854
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scientific article; zbMATH DE number 1795854

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    publication date
    31 May 2003
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    zbMATH DE Number
    1795854
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    zbMATH Keywords
    Bermudan option
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    superreplication
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    optimal stopping
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    rollover option
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    author
    Martin Schweizer
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