John Schoenmakers
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2006
1
EE
Anastasia Kolodko
, John Schoenmakers: Iterative construction of the optimal Bermudan stopping time.
Finance and Stochastics 10
(1): 27-49 (2006)
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1
Anastasia Kolodko
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Copyright ©
Sun May 17 03:24:02 2009 by
Michael Ley
(
ley@uni-trier.de
)