Valuing American Options by Simulation: A Simple Least-Squares Approach

DOI10.1093/RFS/14.1.113MaRDI QIDQ124529FDO

Authors Francis A. Longstaff, Eduardo S. Schwartz

Publication date January 2001

Published in Review of Financial Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/RFS/14.1.113

Cited in

(1)

• LSMRealOptions

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