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

Standard

Assessing the Least Squares Monte-Carlo Approach to American Option Valuation. / Stentoft, L.

In: Review of Derivatives Research, Vol. 7, No. 3, 2004, p. 129-168.

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

Harvard

Stentoft, L 2004, 'Assessing the Least Squares Monte-Carlo Approach to American Option Valuation', Review of Derivatives Research, vol. 7, no. 3, pp. 129-168.

APA

Stentoft, L. (2004). Assessing the Least Squares Monte-Carlo Approach to American Option Valuation. Review of Derivatives Research, 7(3), 129-168.

CBE

Stentoft L. 2004. Assessing the Least Squares Monte-Carlo Approach to American Option Valuation. Review of Derivatives Research. 7(3):129-168.

MLA

Stentoft, L. "Assessing the Least Squares Monte-Carlo Approach to American Option Valuation". Review of Derivatives Research. 2004, 7(3). 129-168.

Vancouver

Stentoft L. Assessing the Least Squares Monte-Carlo Approach to American Option Valuation. Review of Derivatives Research. 2004;7(3):129-168.

Author

Stentoft, L. / Assessing the Least Squares Monte-Carlo Approach to American Option Valuation. In: Review of Derivatives Research. 2004 ; Vol. 7, No. 3. pp. 129-168.

Bibtex

@article{3af3a4509f1f11dbbee902004c4f4f50,
title = "Assessing the Least Squares Monte-Carlo Approach to American Option Valuation",
author = "L. Stentoft",
year = "2004",
language = "English",
volume = "7",
pages = "129--168",
journal = "Review of Derivatives Research",
issn = "1380-6645",
publisher = "Springer New York LLC",
number = "3",

}

RIS

TY - JOUR

T1 - Assessing the Least Squares Monte-Carlo Approach to American Option Valuation

AU - Stentoft, L.

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 7

SP - 129

EP - 168

JO - Review of Derivatives Research

JF - Review of Derivatives Research

SN - 1380-6645

IS - 3

ER -