"Additive and multiplicative duals for American option pricing."

Nan Chen, Paul Glasserman (2007)

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DOI: 10.1007/S00780-006-0031-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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Nan Chen, Paul Glasserman:
Additive and multiplicative duals for American option pricing. Finance Stochastics 11(2): 153-179 (2007)

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