Improving the least-squares Monte-Carlo approach
Nicki Søndergaard Rasmussen
| Year of publication: |
2002
|
|---|---|
| Authors: | Søndergaard Rasmussen, Nicki |
| Publisher: |
Aarhus |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Simulation | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | 65 S graph. Darst |
|---|---|
| Series: | Working paper. - Århus : [Department of Finance, Faculty of Business Administration, the Aarhus School of Business], ISSN 0907-6883, ZDB-ID 2951268-2. - Vol. 02.18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 64 - 65 Internetausg.: http://www.hha.dk/fin/finance/Research/D02_18.PDF |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001721476