Pricing high-dimensional Bermudan options with hierarchical tensor formats (English)
- New search for: Bayer, Christian
- New search for: Eigel, Martin
- New search for: Sallandt, Leon
- New search for: Trunschke, Philipp
- New search for: Bayer, Christian
- New search for: Eigel, Martin
- New search for: Sallandt, Leon
- New search for: Trunschke, Philipp
- New search for: Technische Informationsbibliothek (TIB)
2021
- Miscellaneous / Electronic Resource
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Title:Pricing high-dimensional Bermudan options with hierarchical tensor formats
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Contributors:Bayer, Christian ( author ) / Eigel, Martin ( author ) / Sallandt, Leon ( author ) / Trunschke, Philipp ( author ) / Technische Informationsbibliothek (TIB) ( host institution )
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Publisher:
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Publication date:2021
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DOI:
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Type of media:Miscellaneous
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Type of material:Electronic Resource
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Language:English
- New search for: 510
- Further information on Dewey Decimal Classification
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Keywords:
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Classification:
DDC: 510 -
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