Multilevel dual approach for pricing American style derivatives
- 作者Denis Belomestny, John Schoenmakers, Fabian Dickmann
- 卷第17卷
- 期第4期
- 文件大小856.79KB
- 发表时间2013-10
- DOI10.1007/s00780-013-0208-5
- 页码717-742
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