Cover Image

Risk management with local least squares Monte Carlo

Donatien Hainaut and Adnane Akbaraly
Year of publication:
2023
Authors: Hainaut, Donatien ; Akbaraly, Adnane
Subject: Least square Monte Carlo | option valuation | risk management | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory
Online Resource
Check full text access |
doi.org
Check Google Scholar
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014342500
Similar items by subject
Similar items by person