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How to speed up the quantization tree algorithm with an application to swing options
Bronstein, Anne Laure, Pagès, Gilles, Wilbertz, BenediktVolume:
10
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680903508487
Date:
November, 2010
File:
PDF, 221 KB
english, 2010