Number of paths versus number of basis functions in American option pricing (Q1769425): Difference between revisions

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Latest revision as of 19:00, 7 June 2024

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Number of paths versus number of basis functions in American option pricing
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    Number of paths versus number of basis functions in American option pricing (English)
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    21 March 2005
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    optimal stopping
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    Monte Carlo methods
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    dynamic programming
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    orthogonal polynomials
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    finance
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