Quantization-based Bermudan option pricing in the $FX$ world

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Publication:6329093

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DOI10.21314/JCF.2021.008arXiv1911.05462MaRDI QIDQ6329093

Vincent Lemaire, Gilles Pagès, Thibaut Montes, Jean-Michel Fayolle

Publication date: 13 November 2019

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