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

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

Lars Stentoft
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Volume:
50
Language:
english
Journal:
Management Science
DOI:
10.2307/30046227
Date:
September, 2004
File:
PDF, 1.66 MB
english, 2004
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