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

Valuing American Options by Simulation: A Simple Least-Squares Approach (Q124529)

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

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    14
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    1
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    113-147
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    January 2001
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