The least squares method for option pricing revisited (Q3177165)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The least squares method for option pricing revisited |
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The least squares method for option pricing revisited (English)
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27 July 2018
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least squares option pricing
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Snell envelopes
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optimal stopping
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approximation of conditional expectation
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American options
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basket options
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Monte Carlo simulation
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LIBOR market model
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Heston-Nandi model
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