On improving the least squares Monte Carlo option valuation method
| Year of publication: |
2008
|
|---|---|
| Authors: | Areal, Nelson ; Rodrigues, Artur ; Armada, Manuel R. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 11.2008, 1, p. 119-152
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