Bias Reduction for Pricing American Options by Least-Squares Monte Carlo (Q5363198)
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scientific article; zbMATH DE number 6786532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias Reduction for Pricing American Options by Least-Squares Monte Carlo |
scientific article; zbMATH DE number 6786532 |
Statements
Bias Reduction for Pricing American Options by Least-Squares Monte Carlo (English)
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5 October 2017
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least-squares Monte Carlo
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American-option pricing
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optimal stopping
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bias reduction
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