Comparison of Least Squares Monte Carlo Methods with Applications to Energy Real Options

2014 ◽  
Author(s):  
Selvaprabu Nadarajah ◽  
Francois Margot ◽  
Nicola Secomandi
Keyword(s):  
Monte Carlo ◽  
Real Options ◽  
Least Squares ◽  
Monte Carlo Methods ◽  
Least Squares Monte Carlo

scholarly journals Comparison of least squares Monte Carlo methods with applications to energy real options

2017 ◽  
Vol 256 (1) ◽  
pp. 196-204 ◽  
Author(s):  
Selvaprabu Nadarajah ◽  
François Margot ◽  
Nicola Secomandi
Keyword(s):  
Monte Carlo ◽  
Real Options ◽  
Least Squares ◽  
Monte Carlo Methods ◽  
Least Squares Monte Carlo

Fuzzy Real Options for Risky Project Evaluation Using Least Squares Monte-Carlo Simulation

2011 ◽  
Vol 5 (3) ◽  
pp. 385-395 ◽  
Author(s):  
Qian Wang ◽  
D. Marc Kilgour ◽  
Keith W. Hipel
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Real Options ◽  
Least Squares ◽  
Project Evaluation ◽  
Least Squares Monte Carlo

Least-squares Monte-Carlo methods for optimal stopping investment under CEV models

2020 ◽  
Vol 20 (7) ◽  
pp. 1199-1211
Author(s):  
Jingtang Ma ◽  
Zhengyang Lu ◽  
Wenyuan Li ◽  
Jie Xing
Keyword(s):  
Monte Carlo ◽  
Least Squares ◽  
Optimal Stopping ◽  
Monte Carlo Methods ◽  
Least Squares Monte Carlo

Regress-Later Least Squares Monte Carlo: Duality Perspective and Energy Real Option Application

2015 ◽  
Author(s):  
Selvaprabu Nadarajah ◽  
Nicola Secomandi
Keyword(s):  
Monte Carlo ◽  
Least Squares ◽  
Real Option ◽  
Least Squares Monte Carlo
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