Improving the least-squares Monte-Carlo approach

Nicki Søndergaard Rasmussen

Year of publication:	Nov. 2002 ; [Elektronische Resource]
Other Persons:	Søndergaard Rasmussen, Nicki (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 \| Theorie \| Theory \| Kleinste-Quadrate-Methode \| Least squares method

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