author = { Schoenmakers, John G. M. AND Zhang, Jianing AND Huang, Junbo },

title = { Optimal dual martingales, their analysis and application to new algorithms for Bermudan products },

keywords = { article , Bermudan options -- duality -- Monte Carlo simulation -- linear regression , 65C05 , 62L15 },

year = {2010},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }