Nearest Neighbor Based Estimation Technique for Pricing...

Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options

Agarwal, Ankush, Juneja, Sandeep
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Volume:
17
Language:
english
Journal:
International Game Theory Review
DOI:
10.1142/S0219198915400022
Date:
March, 2015
File:
PDF, 470 KB
english, 2015
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