VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (Q4629470)
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scientific article; zbMATH DE number 7043112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO |
scientific article; zbMATH DE number 7043112 |
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VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (English)
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27 March 2019
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fixed-point problem
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contingent guarantee
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least-squares Monte Carlo
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