Iterative construction of the optimal Bermudan stopping time
| Year of publication: |
2006
|
|---|---|
| Authors: | Kolodko, Anastasia ; Schoenmakers, John |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 1, p. 27-50
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