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"The early exercise region for Bermudan options on two underlyings."
Jeff Kay, Matt Davison, Henning Rasmussen (2009)
- Jeff Kay, Matt Davison
, Henning Rasmussen:
The early exercise region for Bermudan options on two underlyings. Math. Comput. Model. 50(9-10): 1448-1460 (2009)
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