On improving the least squares Monte Carlo option valuation method
Year of publication: |
2008
|
---|---|
Authors: | Areal, Nelson ; Rodrigues, Artur ; Armada, Manuel |
Published in: |
Review of Derivatives Research. - Springer. - Vol. 11.2008, 1, p. 119-151
|
Publisher: |
Springer |
Subject: | American options | Real options | Simulation | Quasi Monte Carlo methods |
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