Belomestny, Denis; Milstein, Grigori; Schoenmakers, John - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
,x in (2.4) depends on s,x and on an elementary random event ω : τs,x =
τs,x(ω). Due to finiteness of Ti,I, we have τs … options by simulation: a
simple least-squares approach. Review of Financial Studies, 14, 113-147.
[26] G.N. Milstein, J …