Coupling backward induction with Monte Carlo simulations: A fast Fourier transform (FFT) approach
| Year of publication: |
1998
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|---|---|
| Authors: | Rebonato, Riccardo ; Cooper, Ian |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 5.1998, 2, p. 131
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