On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
- Moreno, Manuel
- F. Navas, Javier
Publisher: Servicio de Publicaciones ; Universidad Pública de Navarra = Nafarroako Unibertsitate Publikoa
Year of publication: 2001
Pages: 21-30
Congress: Foro de Finanzas (9. 2001. Pamplona)
Type: Conference paper