A review on regression-based Monte Carlo methods for pricing American options (Q3059063)
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scientific article; zbMATH DE number 5823737
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| English | A review on regression-based Monte Carlo methods for pricing American options |
scientific article; zbMATH DE number 5823737 |
Statements
A Review on Regression-based Monte Carlo Methods for Pricing American Options (English)
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8 December 2010
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0.8801698088645935
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0.8728930354118347
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0.832548975944519
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0.8163929581642151
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