On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
- Moreno, M.
- Navas, J.F.
ISSN: 1380-6645
Année de publication: 2003
Volumen: 6
Número: 2
Pages: 107-128
Type: Article
ISSN: 1380-6645
Année de publication: 2003
Volumen: 6
Número: 2
Pages: 107-128
Type: Article