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"An efficient implementation of a least squares Monte Carlo method for ..."

Christian Jonen (2009)

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DOI: 10.1080/00207160802647357

access: closed

type: Journal Article

metadata version: 2017-05-28

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Christian Jonen:
An efficient implementation of a least squares Monte Carlo method for valuing American-style options. Int. J. Comput. Math. 86(6): 1024-1039 (2009)

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