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0805.1827
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Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods
13 May 2008
M. Bossy
F. Baude
V. Doan
Abhijeet Gaikwad
I. Stokes-Rees
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"Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods"
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