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Jrme Detemple
Information about the author Jrme Detemple will soon be added to the site.
Found
2 papers
in total
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Asymptotic properties of Monte Carlo estimators of derivatives
2005
We study the convergence of Monte Carlo estimators of derivatives when the transition...
The valuation of American options for a class of diffusion processes
2002
We present an integral equation approach for the valuation of American-style...
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