Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods |
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Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (English)
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28 September 2012
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Monte Carlo
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American option
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Malliavin
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quantization
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regression
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