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- W2807998002 abstract "A number of Bermudan option pricing methods that are applicable to options on multiple assets are studied in this thesis, one of the dominating questions being the natural scaling needed to extrapolate from Bermudan to American (both approximate and ``exact'') option prices." @default.
- W2807998002 created "2018-06-21" @default.
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- W2807998002 date "2005-01-17" @default.
- W2807998002 modified "2023-09-24" @default.
- W2807998002 title "Multidimensional Bermudan option pricing via cubature and how to extrapolate to price American options" @default.
- W2807998002 hasPublicationYear "2005" @default.
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