Bias Reduction for Pricing American Options by Least-Squares Monte Carlo
| Year of publication: |
2012
|
|---|---|
| Authors: | Kan, Kin Hung (Felix) ; Reesor, R. Mark |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 3 (1.7.), p. 195-218
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