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Leon Sallandt · Study
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Leon Sallandt
1 works
· latest 2023
· 1 institutions
cluster: provisional
ORCID 0000-0002-7102-7767
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Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats
2023 · 17 citations
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Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats
SIAM Journal on Financial Mathematics
·
2023
·
4 authors
·
Open access
17
citations