Number of paths versus number of basis functions in American option pricing (Q1769425): Difference between revisions
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Revision as of 04:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Number of paths versus number of basis functions in American option pricing |
scientific article |
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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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