Bermudan options by simulation
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-08-30 (All new papers)
- NEP-CMP-2015-08-30 (Computational Economics)
- NEP-FMK-2015-08-30 (Financial Markets)
- NEP-GER-2015-08-30 (German Papers)
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