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~isPartOf:"Working paper / Centre for Financial Research"
~isPartOf:"Working paper"
~person:"Svenstrup, Mikkel"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
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On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel
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2002
Persistent link: https://www.econbiz.de/10001746717
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