Refining the least squares Monte Carlo method by imposing structure (Q2879045)
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scientific article; zbMATH DE number 6340783
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| English | Refining the least squares Monte Carlo method by imposing structure |
scientific article; zbMATH DE number 6340783 |
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Refining the least squares Monte Carlo method by imposing structure (English)
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5 September 2014
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American options
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bias reduction
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constrained regression
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simulations
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0.8447067737579346
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0.8366538882255554
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0.8362595438957214
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0.8227701783180237
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0.8164308071136475
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