Refining the least squares Monte Carlo method by imposing structure
2013 ◽
Vol 14
(3)
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pp. 495-507
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2006 ◽
Vol 51
(2)
◽
pp. 141-160
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Keyword(s):
An efficient implementation of a least squares Monte Carlo method for valuing American-style options
2009 ◽
Vol 86
(6)
◽
pp. 1024-1039
◽
Keyword(s):