Least square regression methods for Bermudan derivatives and systems of functions
Shigeo Kusuoka and Yusuke Morimoto
| Year of publication: |
2015
|
|---|---|
| Authors: | Kusuoka, Shigeo ; Morimoto, Yusuke |
| Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 19.2015, p. 57-89
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| Subject: | Derivat | Derivative | Regressionsanalyse | Regression analysis | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10010519532