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Regression methods in pricing American and Bermudan options using consumption processes
Belomestny, Denis, Milstein, Grigori, Spokoiny, VladimirVolume:
9
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680802165736
Date:
April, 2009
File:
PDF, 263 KB
english, 2009