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Schoenmakers, John
Statistics Math-Net.Ru
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https://www.mathnet.ru/eng/person75405
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Math-Net.Ru
1.
Multilevel primal and dual approaches for pricing American options
John Schoenmakers
International conference "Stochastic Optimization and Optimal Stopping"
September 26, 2012
12:10
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Weierstrass Institute for Applied Analysis and Stochastics, Berlin
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