Valuing American Options by Simulation: A Simple Least-Squares Approach
| Year of publication: |
2001
|
|---|---|
| Authors: | Longstaff, Francis A. ; Schwartz, Eduardo S. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 14.2001, 1, p. 113-148
|