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Review of derivatives research
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On improving the least squares Monte Carlo option valuation method
Areal, Nelson
;
Rodrigues, Artur
;
Rocha Armada, Manuel da
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 119-151
Persistent link: https://www.econbiz.de/10003829564
Saved in:
2
On improving the least squares Monte Carlo option valuation method
Areal, Nelson
;
Rodrigues, Artur
;
Armada, Manuel R.
- In:
Review of derivatives research
11
(
2008
)
1
,
pp. 119-152
Persistent link: https://www.econbiz.de/10008173306
Saved in:
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