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Review of Derivatives Research, Vol. 16, Iss. 1, 2013-04 ,pp. : 79-110

Springer Publishing Company

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Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing

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Monte Carlo methods for pricing discrete Parisian options

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Parsimonious principle of GARCH models: a Monte-Carlo approach

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On the Malliavin approach to Monte Carlo approximation of conditional expectations

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