Valuing American options by simulation : a simple least-squares approach
Year of publication: |
2001
|
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Authors: | Longstaff, Francis A. ; Schwartz, Eduardo S. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 14.2001, 1, p. 113-147
|
Subject: | Optionspreistheorie | Option pricing theory | Simulation | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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