Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
| Year of publication: |
2013
|
|---|---|
| Authors: | Zanger, Daniel Z. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 3, p. 503-534
|