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"The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options ..."
Shashi Jain, Cornelis W. Oosterlee (2015)
- Shashi Jain, Cornelis W. Oosterlee:
The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks. Appl. Math. Comput. 269: 412-431 (2015)
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