Fourier Cosine Expansions and Put–Call Relations for Bermudan Options
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Publication:2917437
DOI10.1007/978-3-642-25746-9_10zbMath1248.91097OpenAlexW135138975MaRDI QIDQ2917437
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Publication date: 28 September 2012
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-25746-9_10
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