Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options.

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Bibliographic Details
Title:	Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options.
Authors:	Agarwal, Ankush¹, Juneja, Sandeep¹
Source:	International Game Theory Review. Mar2015, Vol. 17 Issue 1, p-1. 31p.
Database:	Mathematics Source

Description
ISSN:	02191989
DOI:	10.1142/S0219198915400022