Convergence of a least-squares Monte Carlo algorithm for bounded approximating sets
Daniel Z. Zanger
| Year of publication: |
2009
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|---|---|
| Authors: | Zanger, Daniel Z. |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 16.2009, 1/2, p. 123-150
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| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Algorithmus | Algorithm | Kleinste-Quadrate-Methode | Least squares method | Simulation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003847152