A brief note on the soundness of Bermudan option pricing via cubature (Q6475233)
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scientific article; zbMATH DE number 900022784
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| English | A brief note on the soundness of Bermudan option pricing via cubature |
scientific article; zbMATH DE number 900022784 |
Statements
12 March 2005
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math.PR
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math.NA
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