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

2015 ◽  
Author(s):  
Selvaprabu Nadarajah ◽  
Nicola Secomandi

2016 ◽  
Author(s):  
Rongju Zhang ◽  
Nicolas Langrenn ◽  
Yu Tian ◽  
Zili Zhu ◽  
Fima Klebaner ◽  
...  




2021 ◽  
Author(s):  
François-Michel Boire ◽  
R. Mark Reesor ◽  
Lars Stentoft


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