Quantization-based Bermudan option pricing in the foreign exchange world
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Published:2021
Issue:
Volume:
Page:
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ISSN:1460-1559
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Container-title:The Journal of Computational Finance
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language:
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Short-container-title:JCF
Author:
Fayolle Jean-Michel,Lemaire Vincent,Montes Thibaut
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance
Cited by
1 articles.
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1. Binomial Method in Bermudan Option;Journal of Multidisciplinary Applied Natural Science;2023-05-05