Assessing the least squares Monte-Carlo approach to American option valuation
type: Item
instance of: scholarly article
title: Assessing the least squares Monte-Carlo approach to American option valuation
zbMATH Open document ID: 1080.91041
author: Lars Stentoft
published in: Review of Derivatives Research
publication date: 2005-01-12T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 2126995
zbMATH Keywords: American options
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: least squares Monte Carlo
zbMATH Keywords: multiple underlying assets
describes a project that uses: Ox
MaRDI profile type: Publication
full work available at URL: b:redr.0000031176.24759.e6
OpenAlex ID: W2020207464
DOI: 10.1023/B:REDR.0000031176.24759.E6
description: scientific article; zbMATH DE number 2126995