Risk management with local least squares Monte Carlo (Q6569736)

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scientific article; zbMATH DE number 7878771
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English
Risk management with local least squares Monte Carlo
scientific article; zbMATH DE number 7878771

    Statements

    Risk management with local least squares Monte Carlo (English)
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    9 July 2024
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    least square Monte Carlo
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    risk management
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    option valuation
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