Correcting the Bias in Monte Carlo Estimators of American-style Option Values (Q3405457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting the Bias in Monte Carlo Estimators of American-style Option Values |
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Correcting the Bias in Monte Carlo Estimators of American-style Option Values (English)
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15 February 2010
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American option
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least-squares Monte Carlo
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bias reduction
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stochastic tree
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stochastic mesh
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