"Iterative construction of the optimal Bermudan stopping time."

Anastasia Kolodko, John Schoenmakers (2006)

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DOI: 10.1007/S00780-005-0168-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Anastasia Kolodko, John Schoenmakers:
Iterative construction of the optimal Bermudan stopping time. Finance Stochastics 10(1): 27-49 (2006)

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