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"A Probabilistic Numerical Method for Optimal Multiple Switching Problems ..."
René Aïd et al. (2014)
- René Aïd, Luciano Campi
, Nicolas Langrené
, Huyên Pham:
A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension. SIAM J. Financial Math. 5(1): 191-231 (2014)
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