"Least Squares Monte Carlo and Approximate Linear Programming with an ..."

Selvaprabu Nadarajah, Nicola Secomandi (2020)

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DOI: 10.1561/0200000096-10

access: closed

type: Journal Article

metadata version: 2023-01-16

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Selvaprabu Nadarajah, Nicola Secomandi:
Least Squares Monte Carlo and Approximate Linear Programming with an Energy Real Option Application. Found. Trends Technol. Inf. Oper. Manag. 14(1-2): 178-202 (2020)

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