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Assessing the Least Squares Monte-Carlo Approach to American Option Valuation

✍ Scribed by Lars Stentoft

Book ID: 111606332
Publisher: Springer US
Year: 2004
Tongue: English
Weight: 636 KB
Volume: 7
Category: Article
ISSN: 1380-6645
DOI: 10.1023/b:redr.0000031176.24759.e6

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