Pricing high-dimensional Bermudan options using variance-reduced Monte Carlo methods
| Year of publication: |
2013
|
|---|---|
| Authors: | Hepperger, Peter |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2013, 3, p. 99-126
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