Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options
| Year of publication: |
2004
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|---|---|
| Authors: | Andersen, Leif ; Broadie, Mark |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 50.2004, 9, p. 1222-1234
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