Monte-Carlo valuation of American options facts and new algorithms to improve existing methods

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Bibliographische Detailangaben
Veröffentlicht in:	Numerical methods in finance
1. Verfasser:	Bouchard, Bruno (VerfasserIn)
Weitere Verfasser:	Warin, Xavier (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2012
Schlagworte:	Aufsatz im Buch
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