Least Square Regression Methods for Bermudan Derivatives and Systems of Functions (Q3463646)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least Square Regression Methods for Bermudan Derivatives and Systems of Functions |
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Least Square Regression Methods for Bermudan Derivatives and Systems of Functions (English)
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19 January 2016
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computational finance
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option pricing
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Malliavin calculus
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least square regression methods
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