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Numerical Methods in Finance

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Attention for Chapter 2: American Option Valuation with Particle Filters
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Chapter title
American Option Valuation with Particle Filters
Chapter number 2
Book title
Numerical Methods in Finance
Published by
Springer, Berlin, Heidelberg, January 2012
DOI 10.1007/978-3-642-25746-9_2
Book ISBNs
978-3-64-225745-2, 978-3-64-225746-9
Authors

Bhojnarine R. Rambharat