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zbMath1289.91190MaRDI QIDQ2859772

Shuran Zhao, Peimin Ren

Publication date: 19 November 2013

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

zbMATH Keywords

Monte Carlo simulation compound real option least squares method exercise period overlap

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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