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Publication:2724691
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zbMath1013.91054MaRDI QIDQ2724691

Mark N. Broadie, Z. N. C. Ha, Paul Glasserman

Publication date: 13 July 2003


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

American optionsmaximum entropyleast squarestransition densitystochastic mesh


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)


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