Refining the least squares Monte Carlo method by imposing structure (Q2879045)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refining the least squares Monte Carlo method by imposing structure |
scientific article |
Statements
Refining the least squares Monte Carlo method by imposing structure (English)
0 references
5 September 2014
0 references
American options
0 references
bias reduction
0 references
constrained regression
0 references
simulations
0 references
