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Zachary Ha · Study
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Zachary Ha
1 works
· latest 2000
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cluster: provisional
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Pricing American Options by Simulation Using a Stochastic Mesh with Optimized Weights
2000 · 49 citations
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Pricing American Options by Simulation Using a Stochastic Mesh with Optimized Weights
Nonconvex optimization and its applications
·
2000
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3 authors
·
chapter
49
citations