On improving the least squares Monte Carlo option valuation method (Q1025618)
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scientific article; zbMATH DE number 5566851
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On improving the least squares Monte Carlo option valuation method |
scientific article; zbMATH DE number 5566851 |
Statements
On improving the least squares Monte Carlo option valuation method (English)
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19 June 2009
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0.844254732131958
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0.8362595438957214
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0.8149148225784302
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0.8115076422691345
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0.7919374108314514
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