Upper Bounds for Bermudan Style Derivatives (Q4655057)
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scientific article; zbMATH DE number 2143466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper Bounds for Bermudan Style Derivatives |
scientific article; zbMATH DE number 2143466 |
Statements
Upper Bounds for Bermudan Style Derivatives (English)
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10 March 2005
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Bermudan options
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Monte Carlo
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duality approach
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LIBOR models
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