Background: This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing. The standard approach in the option pricing literature is to choose the basis arbitrarily. By comparing four different polynomial basis we show that...

Background: This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing. The standard approach in the option pricing literature is to choose the basis arbitrarily. By comparing four different polynomial basis we show that...

This present paper aims at evaluating the discrete american barrier options. The model developed consists in an adaption of the Grant, Vora e Weeks (GVW) method (1997), so as to contemplate the barriers. The Hybrid Quasi-Monte Carlo Method was applied in the realized simulations, while the...