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On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel
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2002
Persistent link: https://www.econbiz.de/10001746717
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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Optimal allocation of simulation paths in the primal-dual algorithm
Shin Jensen, Malene
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contributor
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2005
Persistent link: https://www.econbiz.de/10002551370
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