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~isPartOf:"CentER dissertation series / Center for Economic Research, Tilburg University : CDS"
~isPartOf:"Finance and stochastics"
~subject:"Monte Carlo simulation"
~subject:"Theory"
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Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
Zanger, Daniel Z.
- In:
Finance and stochastics
17
(
2013
)
3
,
pp. 503-534
Persistent link: https://www.econbiz.de/10009756026
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2
Local sensitivity in econometrics
Vasnev, Andrey Leonidovich
-
2006
Persistent link: https://www.econbiz.de/10003845197
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3
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-471
Persistent link: https://www.econbiz.de/10001702781
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