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Analysing the bias in the primal-dual upper bound method for early exercisable derivatives: bounds, estimation and removal
Joshi, Mark S.Volume:
16
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1086490
Date:
April, 2016
File:
PDF, 1.06 MB
english, 2016