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source:"econis"
~isPartOf:"Finance and stochastics"
~person:"Grbac, Zorana"
~person:"Schoenmakers, John"
~subject:"Interest rate derivative"
~subject:"Optionspreistheorie"
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Iterative construction of the optimal Bermudan stopping time
Kolodko, Anastasia
;
Schoenmakers, John
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10003234943
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