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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~person:"Schöbel, Rainer"
~person:"Stentoft, Lars"
~type:"book"
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Option pricing theory
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Optionspreistheorie
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Kleinste-Quadrate-Methode
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Least squares method
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Schöbel, Rainer
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
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3
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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