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Correcting the Optimal Stopping Bias in Monte Carlo Evaluation of Early Exercise Options Tyson Whitehead, Matt Davison, and Mark Reesor SHARCNet/UWO
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Document Date: 2010-06-19 11:34:53
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File Size: 1,43 MB
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Correcting the Optimal Stopping Bias in Monte Carlo Evaluation of Early Exercise Options Tyson Whitehead, Matt Davison, and Mark Reesor SHARCNet/UWO