Valuing American Options by Simulation: A Simple Least-Squares Approach

No abstract is available for this paper.

• Publication year

  2001

• Venue

  The Finance

• Publication date

  2001-05-09

• Fields of study

  Mathematics, Business, Economics, Computer Science

• Identifiers
  DOI 10.1093/RFS/14.1.113
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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