Assessing the least squares Monte-Carlo approach to American option valuation (Q704011)
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scientific article; zbMATH DE number 2126995
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Assessing the least squares Monte-Carlo approach to American option valuation |
scientific article; zbMATH DE number 2126995 |
Statements
Assessing the least squares Monte-Carlo approach to American option valuation (English)
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12 January 2005
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American options
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Monte Carlo simulation
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least squares Monte Carlo
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multiple underlying assets
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0.8621841669082642
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0.8517206907272339
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0.8473248481750488
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0.844254732131958
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0.8434986472129822
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