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"Valuing American options by simulation: A BSDEs approach."
Tomasz Klimsiak, Andrzej Rozkosz, Bartosz Ziemkiewicz (2016)
- Tomasz Klimsiak
, Andrzej Rozkosz
, Bartosz Ziemkiewicz
:
Valuing American options by simulation: A BSDEs approach. Math. Comput. Simul. 123: 1-18 (2016)
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