Toward a unified implementation of regression Monte Carlo algorithms
Mike Ludkovski
| Year of publication: |
2023
|
|---|---|
| Authors: | Ludkovski, Mike |
| Subject: | optimal stopping | regression Monte Carlo | Bermudan option pricing | swing option valuation | R for finance | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | Suchtheorie | Search theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2023.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014486934