Type of Publication: Article in Journal

Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps

Author(s):

Balder, Sven; Mahayni, Antje; Schoenmakers, John G. M.

Title of Journal:

Quantitative Finance

Volume (Publication Date):

13 (2013)

Number of Issue:

7

pages:

1003-1013

Citation:

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