"Comparison of low discrepancy mesh methods for pricing Bermudan options ..."

Junichi Imai (2014)

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DOI: 10.1016/J.MATCOM.2014.02.001

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type: Journal Article

metadata version: 2020-03-04

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Junichi Imai:
Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process. Math. Comput. Simul. 100: 54-71 (2014)

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