On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (Q1421715)
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scientific article; zbMATH DE number 2037009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives |
scientific article; zbMATH DE number 2037009 |
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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (English)
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3 February 2004
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option pricing
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0.8973825
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0.8950923
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0.88909113
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0.8850219
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0.87382317
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0.87142295
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0.8647437
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