Least-squares Monte Carlo for backward SDEs
Christian Bender and Jessica Steiner
| Year of publication: |
2012
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|---|---|
| Authors: | Bender, Christian ; Steiner, Jessica |
| Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 257-289
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009577192