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American-Type Options (Stochastic Approximation Methods, Volume 2) || 4 Upper bounds for option rewards for Markov LPP

Silvestrov, Dmitrii S.
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Volume:
10.1515/97
Year:
2015
Language:
english
DOI:
10.1515/9783110329841.180
File:
PDF, 850 KB
english, 2015
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