Hedging using simulation: a least squares approach (Q956433)
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scientific article; zbMATH DE number 5373101
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| English | Hedging using simulation: a least squares approach |
scientific article; zbMATH DE number 5373101 |
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Hedging using simulation: a least squares approach (English)
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25 November 2008
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simulation methods
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least squares regression
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American options
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hedging
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Malliavin calculus
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0.8152934908866882
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0.8048028349876404
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0.7849431037902832
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0.7728954553604126
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