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"A new class of dual upper bounds for early exercisable derivatives ..."

Mark S. Joshi (2015)

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DOI: 10.1016/J.ORL.2015.09.002

access: closed

type: Journal Article

metadata version: 2017-06-08

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Mark S. Joshi:
A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds. Oper. Res. Lett. 43(6): 581-585 (2015)

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