TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO |
scientific article |
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TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (English)
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6 March 2009
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early exercise options
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Monte Carlo simulation
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linear regression
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