Optimal parameters for pricing of the American put options with least square Monte Carlo simulation (Q3169754)
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scientific article; zbMATH DE number 5952116
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| English | Optimal parameters for pricing of the American put options with least square Monte Carlo simulation |
scientific article; zbMATH DE number 5952116 |
Statements
29 September 2011
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least square Monte Carlo simulation
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basis function
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0.7986167669296265
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0.7857517004013062
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0.7842833995819092
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0.7786587476730347
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