Convergence of the Least Squares Monte Carlo Approach to...

Convergence of the Least Squares Monte Carlo Approach to American Option Valuation

Stentoft, Lars
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Volume:
50
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1030.0155
Date:
September, 2004
File:
PDF, 241 KB
english, 2004
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