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Bias reduction for pricing American options by least-squares Monte Carlo
Kan, Kin Hung Felix
;
Reesor, R. Mark
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 195-217
Persistent link: https://www.econbiz.de/10009711007
Saved in:
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Bias Reduction for Pricing American Options by Least-Squares Monte Carlo
Kan, Kin Hung (Felix)
;
Reesor, R. Mark
- In:
Applied mathematical finance
19
(
2012
)
3
,
pp. 195-218
Persistent link: https://www.econbiz.de/10009983141
Saved in:
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