Refining the least squares Monte Carlo method by imposing...

Refining the least squares Monte Carlo method by imposing structure

Létourneau, Pascal, Stentoft, Lars
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2013.787543
Date:
March, 2014
File:
PDF, 1.49 MB
english, 2014
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