Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108)
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scientific article; zbMATH DE number 7932638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk |
scientific article; zbMATH DE number 7932638 |
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Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (English)
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28 October 2024
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