On the stability the least squares Monte Carlo (Q1940435)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the stability the least squares Monte Carlo |
scientific article |
Statements
On the stability the least squares Monte Carlo (English)
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7 March 2013
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option pricing
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optimal stopping
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American option
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least squares Monte Carlo
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Monte Carlo methods
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stability
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ill-conditioning
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0.855682373046875
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0.8338947296142578
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0.8163164258003235
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0.8124499320983887
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0.8087825775146484
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