Valuing American Options by Simulation: A Simple Least-Squares Approach (Q124529)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing American Options by Simulation: A Simple Least-Squares Approach |
scientific article |
Statements
14
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1
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113-147
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January 2001
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Francis A. Longstaff
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Eduardo S. Schwartz
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