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Practical Policy Iteration: Generic Methods for Obtaining Rapid and Tight Bounds for Bermudan Exotic Derivatives Using Monte Carlo Simulation
Beveridge, Christopher, Joshi, Mark S.Year:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1331904
File:
PDF, 422 KB
english, 2009