A multilevel Monte Carlo method for the valuation of swing options (Q6483786)
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scientific article; zbMATH DE number 7344339
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multilevel Monte Carlo method for the valuation of swing options |
scientific article; zbMATH DE number 7344339 |
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A multilevel Monte Carlo method for the valuation of swing options (English)
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5 May 2021
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0.8397455811500549
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0.7780196070671082
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0.7756564021110535
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0.7746624946594238
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