Belomestny, Denis; Milstein, Grigori N.; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
SFB 649 Discussion Paper 2006-051
Regression methods in
pricing American and
Bermudan …
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Regression methods …, Consumption process, Regression methods, Optimal stopping times
⁄This research was supported by the Deutsche …