Regression methods in pricing American and Bermudan options using consumption processes (Q3395739)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression methods in pricing American and Bermudan options using consumption processes |
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Regression methods in pricing American and Bermudan options using consumption processes (English)
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13 September 2009
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American and Bermudan options
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error bounds
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Monte Carlo
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consumption process
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regression methods
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optimal stopping times
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