Pricing American options with weighted least-squares quasi-Monte Carlo (Q3640539)
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scientific article; zbMATH DE number 5630041
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| default for all languages | No label defined |
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| English | Pricing American options with weighted least-squares quasi-Monte Carlo |
scientific article; zbMATH DE number 5630041 |
Statements
11 November 2009
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American-style options
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quasi-Monte Carlo
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antithetic variate method
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0.8038648366928101
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0.8035021424293518
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0.8026670813560486
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