Convergence of a LeastSquares Monte Carlo Algorithm for Bounded Approximating Sets
Year of publication: 
2009


Authors:  Zanger, Daniel 
Published in: 
Applied Mathematical Finance.  Taylor & Francis Journals, ISSN 1350486X.  Vol. 16.2009, 2, p. 123150

Publisher: 
Taylor & Francis Journals 
Subject:  Leastsquares Monte Carlo  LongstaffSchwartz algorithm  American options  optimal stopping  statistical learning 

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