The pricing of Bermudan-style options on correlated assets
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Publication:1415631
DOI10.1023/A:1016580628872zbMath1054.91041OpenAlexW1526351674MaRDI QIDQ1415631
Sandra J. Peterson, Richard C. Stapleton
Publication date: 9 December 2003
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1016580628872
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