✦ LIBER ✦

Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives

✍ Scribed by Chen, A.-S.; Shen, P.-F.

Book ID: 121081170
Publisher: Taylor and Francis Group
Year: 2003
Tongue: English
Weight: 371 KB
Volume: 10
Category: Article
ISSN: 1350-4851
DOI: 10.1080/1350485022000044039

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