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Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing

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Bibliographic Details
Main Authors:	Dimitrov, Mara Kalicanin, Dimitrov, Marko, Malyarenko, Anatoliy, Ni, Ying
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities Probability Computational Finance 91G60, 60H10, 65C05, 91G20
Online Access:	Acceder al recurso
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