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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON-NESTED MONTE CARLO
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10008160564
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2
True upper bounds for Bermudan products via non-nested Monte Carlo
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10003818229
Saved in:
3
Dual representations for general multiple stopping problems
Bender, Christian
;
Schoenmakers, John
;
Zhang, Jianing
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 339-370
Persistent link: https://www.econbiz.de/10011350619
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