On the stability the least squares Monte Carlo (Q1940435)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stability the least squares Monte Carlo |
scientific article |
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On the stability the least squares Monte Carlo (English)
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7 March 2013
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option pricing
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optimal stopping
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American option
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least squares Monte Carlo
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Monte Carlo methods
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stability
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ill-conditioning
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