Francisco Javier
Fernández Navas
![Foto de Francisco Javier](/img/uploaded/D394D9E6E013DE9425504E11BE4FE3D7.jpg)
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Universitat Pompeu Fabra
Barcelona, EspañaPublications in collaboration with researchers from Universitat Pompeu Fabra (1)
2003
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Review of Derivatives Research, Vol. 6, Núm. 2, pp. 107-128