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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Review of derivatives research"
~subject:"Option pricing theory"
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Option pricing theory
Kleinste-Quadrate-Methode
6
Least squares method
6
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Optionspreistheorie
4
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least squares regression
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least-squares Monte Carlo
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Achdou, Yves
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Ankirchner, Stefan
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Moreno, Manuel
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International journal of theoretical and applied finance
Review of derivatives research
Quantitative finance
3
Computational economics
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Research paper series / Swiss Finance Institute
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
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2
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10003153995
Saved in:
3
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
;
Navas, Javier F.
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
Saved in:
4
Volatilty smile by multilevel least square
Achdou, Yves
;
Pironneau, Olivier
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001743194
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