Forest of stochastic meshes: A new method for valuing high-dimensional swing options
| Year of publication: |
2011
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|---|---|
| Authors: | Marshall, T.J. ; Reesor, R. Mark |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 39.2011, 1, p. 17-22
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