Department of Economics and Business Economics

Assessing the Least Squares Monte-Carlo Approach to American Option Valuation

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

  • L. Stentoft, Denmark
  • School of Economics and Management
Original languageEnglish
JournalReview of Derivatives Research
Volume7
Issue3
Pages (from-to)129-168
Number of pages40
ISSN1380-6645
Publication statusPublished - 2004

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