Assessing the least squares Monte-Carlo approach to American option valuation (Q704011): Difference between revisions
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Latest revision as of 01:14, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the least squares Monte-Carlo approach to American option valuation |
scientific article |
Statements
Assessing the least squares Monte-Carlo approach to American option valuation (English)
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12 January 2005
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American options
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Monte Carlo simulation
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least squares Monte Carlo
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multiple underlying assets
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