On improving the least squares Monte Carlo option valuation method
type: Item
instance of: scholarly article
title: On improving the least squares Monte Carlo option valuation method
zbMATH Open document ID: 1163.91377
author: Nelson Areal
author: Artur Rodrigues
author: Manuel Rocha Armada
published in: Review of Derivatives Research
publication date: 2009-06-19T00:00:00Z
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5566851
describes a project that uses: TOMS659
MaRDI profile type: Publication
full work available at URL: s11147-008-9026-x
OpenAlex ID: W2170347140
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DOI: 10.1007/S11147-008-9026-X
description: scientific article; zbMATH DE number 5566851