Valuing American Options by Simulation: A Simple...

Review of Financial Studies 2001 / 01 Vol. 14; Iss. 1

Valuing American Options by Simulation: A Simple Least-Squares Approach

Longstaff, F. A., Schwartz, E. S.
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Volume:
14
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/14.1.113
Date:
January, 2001
File:
PDF, 201 KB
english, 2001
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