Bootstrapping the Early Exercise Boundary in the...

Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method

Létourneau, Pascal, Stentoft, Lars
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Volume:
12
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm12040190
Date:
December, 2019
File:
PDF, 853 KB
2019
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