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Pricing Bermudan Options via Multilevel Approximation Methods
Belomestny, Denis, Dickmann, Fabian, Nagapetyan, TigranVolume:
6
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/130912426
Date:
January, 2015
File:
PDF, 734 KB
english, 2015