On the stability the least squares Monte Carlo (Q1940435)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6142306
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the stability the least squares Monte Carlo |
scientific article; zbMATH DE number 6142306 |
Statements
On the stability the least squares Monte Carlo (English)
0 references
7 March 2013
0 references
option pricing
0 references
optimal stopping
0 references
American option
0 references
least squares Monte Carlo
0 references
Monte Carlo methods
0 references
stability
0 references
ill-conditioning
0 references
0.855682373046875
0 references
0.8338947296142578
0 references
0.8163164258003235
0 references
0.8124499320983887
0 references
0.8087825775146484
0 references
