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"An analysis of a least squares regression method for American option pricing."

Emmanuelle Clement, Damien Lamberton, Philip Protter (2002)

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DOI: 10.1007/S007800200071

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - journals/fs/ClementLP02
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  - https://dblp.org/rec/journals/fs/ClementLP02
Emmanuelle Clement, Damien Lamberton, Philip Protter:
An analysis of a least squares regression method for American option pricing. Finance Stochastics 6(4): 449-471 (2002)

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