Optimal dual martingales and their stability; fast evaluation of Bermudan products via dual backward regression (English)
Free access
- New search for: Schoenmakers, John G. M.
- New search for: Huang, Junbo
2010
- Report / Electronic Resource
-
Title:Optimal dual martingales and their stability; fast evaluation of Bermudan products via dual backward regression
-
Contributors:
-
Published in:
-
Publisher:
- New search for: WIAS
-
Place of publication:Berlin
-
Publication date:2010
-
Size:Online-Ressource (18 S., 273 KB)
-
Remarks:graph. Darst.
Unterschiede zwischen dem gedruckten Dokument und der elektronischen Ressource können nicht ausgeschlossen werden. - Auch als gedr. Ausg. vorhanden
Digital preservation by Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek -
Type of media:Report
-
Type of material:Electronic Resource
-
Language:English
- New search for: 62L15
- Further information on Mathematics Subject Classification
- New search for: 510
- Further information on Dewey Decimal Classification
- New search for: 31.00
- Further information on Basic classification
-
Classification:
-
Source: