✦ LIBER ✦

A Modified Least-Squares Simulation Approach to Value American Barrier Options

✍ Scribed by Zhang, Lihua; Zhang, Weiguo; Xu, Weijun; Shi, Xiang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Valuing American Options by Simulation:

✍ Longstaff, F. A.; Schwartz, E. S. 📂 Article 📅 2001 🏛 Oxford University Press 🌐 English ⚖ 201 KB

Assessing the Least Squares Monte-Carlo

✍ Lars Stentoft 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 636 KB

VALUING A TIMBER HARVEST CONTRACT AS A H

✍ BIN MEI; MICHAEL L. CLUTTER 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 638 KB

A Weighted Least Squares Approach to Com

✍ Douglas J. Morrice and Indranil R. Bardhan 📂 Article 📅 1995 🏛 INFORMS 🌐 English ⚖ 638 KB

On the least-squares determination of la

✍ Anselmi-Tamburini, U. ;Spinolo, G. 📂 Article 📅 1993 🏛 International Union of Crystallography 🌐 English ⚖ 441 KB

A Simulation Study of Alternatives to Or

✍ Bradley Efron and Carl Morris 📂 Article 📅 1977 🏛 American Statistical Association 🌐 English ⚖ 769 KB