Pricing multi-asset American-style options by memory reduction Monte Carlo methods (Q849756)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing multi-asset American-style options by memory reduction Monte Carlo methods |
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Pricing multi-asset American-style options by memory reduction Monte Carlo methods (English)
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31 October 2006
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memory reduction method
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Monte Carlo method
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multi-asset
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American-style options
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random number
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