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  2. Belomestny, Denis [Author]; Ladkau, Marcel [Author]; Schoenmakers, John G.M. [Author]

    Simulation based policy iteration for American style derivatives : a multilevel approach - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2012

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1721, 0946-8633