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Hwee Huat Tan · Study
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Hwee Huat Tan
1 works
· latest 2007
· 1 institutions
cluster: provisional
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A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS
2007 · 24 citations
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A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS
Mathematical Finance
·
2007
·
3 authors
24
citations