Approximate Bermudan option pricing based on the réduite or cubature: soundness and characterisation of perpetual prices as fixed points (Q5437267)
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scientific article; zbMATH DE number 5228300
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| English | Approximate Bermudan option pricing based on the réduite or cubature: soundness and characterisation of perpetual prices as fixed points |
scientific article; zbMATH DE number 5228300 |
Statements
18 January 2008
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0.763900876045227
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0.7586124539375305
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