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Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options.

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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
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        Value: 10.1142/S0219198915400022
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