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Nicolas Essis-Breton

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2020 – today

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2020
[i1]
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  - journals/corr/abs-2002-11258
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Nicolas Essis-Breton, Patrice Gaillardetz:
Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale. CoRR abs/2002.11258 (2020)

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