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  2. Schoenmakers, John G.M. [Author]; Huang, Junbo [Author]

    Optimal dual martingales and their stability; fast evaluation of Bermudan products via dual backward regression - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2010

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik, Volume 1574, ISSN 0946-8633