Valuing American Options by Simulation: A Simple Least-Squares Approach
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Publication:124529
DOI10.1093/RFS/14.1.113MaRDI QIDQ124529FDOQ124529
Authors: Francis A. Longstaff, Eduardo S. Schwartz 
Publication date: January 2001
Published in: Review of Financial Studies (Search for Journal in Brave)
Cited In (1)
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