An analysis of a least squares regression method for American option pricing
| Year of publication: |
2002
|
|---|---|
| Authors: | Clément, Emmanuelle ; Lamberton, Damien ; Protter, Philip |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 6.2002, 4, p. 449-472
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