Risk management with local least squares Monte Carlo
type: Item
instance of: scholarly article
title: Risk management with local least squares Monte Carlo
zbMATH Open document ID: 1545.91325
author: Donatien Hainaut
author: Adnane Akbaraly
published in: ASTIN Bulletin
publication date: 2024-07-09T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7878771
zbMATH Keywords: least square Monte Carlo
zbMATH Keywords: risk management
zbMATH Keywords: option valuation
MaRDI profile type: MaRDI publication profile
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DOI: 10.1017/ASB.2023.25
description: scientific article; zbMATH DE number 7878771