Valuing American Options by Simulation: A Simple Least-Squares Approach (Q5374081)
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scientific article; zbMATH DE number 6857131
Language | Label | Description | Also known as |
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English | Valuing American Options by Simulation: A Simple Least-Squares Approach |
scientific article; zbMATH DE number 6857131 |
Statements
Valuing American Options by Simulation: A Simple Least-Squares Approach (English)
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6 April 2018
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