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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Koerniadi, Hardjo"
~person:"Ryu, Doojin"
~person:"Stentoft, Lars"
~subject:"Least squares method"
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Bootstrapping the early exercise boundary in the least-squares monte carlo method
Létourneau, Pascal
;
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
4/190
,
pp. 1-21
maturity
options
. Numerical results demonstrate the improvements from our method and show that these are robust to the choice …
Persistent link: https://www.econbiz.de/10012170988
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