An analysis of a least squares regression method for American option pricing
Emmanuelle Clément; Damien Lamberton; Philip Protter
| Year of publication: |
2002
|
|---|---|
| Authors: | Clément, Emmanuelle ; Lamberton, Damien ; Protter, Philip |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 6.2002, 4, p. 449-471
|
| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001702781