"Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset ..."

Nan Zhang, Ka Lok Man (2012)

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DOI: 10.1007/978-3-642-35606-3_54

access: open

type: Conference or Workshop Paper

metadata version: 2018-06-26

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Nan Zhang, Ka Lok Man:
Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options. NPC 2012: 453-462

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