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  An FBSDE Approach to American Option Pricing with an Interacting Particle Method
 
 
Title: An FBSDE Approach to American Option Pricing with an Interacting Particle Method
Author: Fujii, Masaaki
Sato, Seisho
Takahashi, Akihiko
Appeared in: Asia-Pacific financial markets
Paging: Volume 22 (2014) nr. 3 pages 239-260
Year: 2014
Contents:
Publisher: Springer Japan, Tokyo
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 5 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands