On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (Q1421715)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives |
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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (English)
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3 February 2004
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option pricing
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