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Analysis of the SSAP method for the numerical valuation of high-dimensional multivariate American securities - MaRDI portal

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Analysis of the SSAP method for the numerical valuation of high-dimensional multivariate American securities

From MaRDI portal
Publication:1818276

DOI10.1007/PL00009284zbMATH Open0991.91030MaRDI QIDQ1818276

Author name not available (Why is that?)

Publication date: 1 February 2000

Published in: (Search for Journal in Brave)




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