Least-Squares Monte Carlo for Backward SDEs (Q2917434)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-Squares Monte Carlo for Backward SDEs |
scientific article |
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Least-Squares Monte Carlo for Backward SDEs (English)
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28 September 2012
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backward SDE
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Monte Carlo
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numerical approximation
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option pricing
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