Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Longstaff-Schwartz algorithm"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
American options
2
Least-squares Monte Carlo
2
Dynamic programming
1
Longstaff-Schwartz algorithm
1
Longstaff–Schwartz algorithm
1
Statistical learning
1
optimal stopping
1
statistical learning
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Zanger, Daniel
2
Published in...
All
Applied Mathematical Finance
1
Finance and Stochastics
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
Zanger, Daniel
- In:
Finance and Stochastics
17
(
2013
)
3
,
pp. 503-534
We prove new error estimates for the
Longstaff–Schwartz
algorithm
. We establish an <InlineEquation ID="IEq1 …
Persistent link: https://www.econbiz.de/10010997070
Saved in:
2
Convergence of a Least-Squares Monte Carlo Algorithm for Bounded Approximating Sets
Zanger, Daniel
- In:
Applied Mathematical Finance
16
(
2009
)
2
,
pp. 123-150
We analyse the convergence properties of the
Longstaff-Schwartz
algorithm
for approximately solving optimal stopping …
Persistent link: https://www.econbiz.de/10004966845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
