Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing

Daniel Z. Zanger

Year of publication:	2013
Authors:	Zanger, Daniel Z.
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 3, p. 503-534
Subject:	Monte-Carlo-Simulation \| Monte Carlo simulation \| Optionspreistheorie \| Option pricing theory \| Kleinste-Quadrate-Methode \| Least squares method \| Algorithmus \| Algorithm \| Schätztheorie \| Estimation theory

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