Implementing importance sampling in the least-squares Monte Carlo approach for American options (Q2895135)
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scientific article; zbMATH DE number 6051963
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| English | Implementing importance sampling in the least-squares Monte Carlo approach for American options |
scientific article; zbMATH DE number 6051963 |
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2 July 2012
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Implementing importance sampling in the least-squares Monte Carlo approach for American options (English)
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