Least square regression methods for Bermudan derivatives and systems of functions (Q3463646)
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scientific article; zbMATH DE number 6532733
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| English | Least square regression methods for Bermudan derivatives and systems of functions |
scientific article; zbMATH DE number 6532733 |
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Least Square Regression Methods for Bermudan Derivatives and Systems of Functions (English)
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19 January 2016
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computational finance
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option pricing
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Malliavin calculus
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least square regression methods
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0.7833325862884521
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0.7662901878356934
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0.7633568644523621
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0.7590713500976562
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