Convergence of the least squares Monte-Carlo approach to American option valuation

Lars Stentoft

Year of publication:	24 June 2002 ; [Elektronische Resource]
Other Persons:	Stentoft, Lars (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Monte-Carlo-Simulation \| Monte Carlo simulation \| Optionspreistheorie \| Option pricing theory \| Kleinste-Quadrate-Methode \| Least squares method

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