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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Finance research letters"
~person:"Ryu, Doojin"
~person:"Stentoft, Lars"
~subject:"Least squares method"
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A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American
options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
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