Primaldual linear Monte Carlo algorithm for multiple stoppingan application to flexible caps
| Year of publication: |
2013
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|---|---|
| Authors: | BALDER, SVEN ; MAHAYNI, ANTJE ; SCHOENMAKERS, JOHN |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 7 (1.7.), p. 1003-1013
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