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American Option Pricing Using Simulation and Regression : Numerical Convergence Results
Stentoft, Lars, (2011)
Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan, (2019)
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam, (2019)
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars, (2002)
Convergence of the least squares Monte-Carlo approach to American option valuation
American option pricing with discrete and continuous time models : an empirical comparison