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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~institution:"Rimini Centre for Economic Analysis (RCEA)"
~person:"Stentoft, Lars"
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Kleinste-Quadrate-Methode
2
Least squares method
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option pricing theory
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Stentoft, Lars
Dijk, H.K. van
13
Bauwens, L.
5
Bos, C.S.
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Hoogerheide, L.F.
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Kaashoek, J.F.
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Men, Zhongxian
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Di Miscia, Orazio
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Centre for Analytical Finance <Århus>
Erasmus University Rotterdam, Econometric Institute
Rimini Centre for Economic Analysis (RCEA)
School of Economics and Management, University of Aarhus
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Convergence of the least squares Monte-
Carlo
approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
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2
Assessing the least squares Monte-
Carlo
approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
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