Convergence of the Least Squares Monte Carlo Approach to American Option Valuation
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2004 ◽
Vol 7
(2)
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pp. 129-168
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2016 ◽
Vol 71
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pp. 15-26
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Vol 17
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pp. 503-534
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2008 ◽
Vol 38
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pp. 520-537
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2008 ◽
Vol 11
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pp. 119-151
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