On the primal-dual algorithm for callable Bermudan options
| Year of publication: |
2013
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|---|---|
| Authors: | Mair, Maximilian L. ; Maruhn, Jan H. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 16.2013, 1, p. 79-110
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