Valuing American options by simulation: a simple least-squares approach (Q5374081)
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scientific article; zbMATH DE number 6857131
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing American options by simulation: a simple least-squares approach |
scientific article; zbMATH DE number 6857131 |
Statements
Valuing American Options by Simulation: A Simple Least-Squares Approach (English)
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6 April 2018
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0.8487008213996887
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0.8434986472129822
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0.8138527274131775
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0.812808096408844
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0.8045021295547485
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