Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Valuing American Options by Simulation: A Simple Least-Squares Approach - MaRDI portal

Valuing American Options by Simulation: A Simple Least-Squares Approach

From MaRDI portal
Publication:124529

DOI10.1093/RFS/14.1.113MaRDI QIDQ124529

Eduardo S. Schwartz, Francis A. Longstaff

Publication date: January 2001

Published in: Review of Financial Studies (Search for Journal in Brave)





Related Items (1)

LSMRealOptions







This page was built for publication: Valuing American Options by Simulation: A Simple Least-Squares Approach

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:124529&oldid=33788046"
Powered by MediaWiki