Francisco Javier
Fernández Navas
IE Business School
Madrid, EspañaIE Business School-ko ikertzaileekin lankidetzan egindako argitalpenak (1)
2003
-
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Review of Derivatives Research, Vol. 6, Núm. 2, pp. 107-128