Department of Economics and Business Economics

Refining the least squares Monte Carlo method by imposing structure

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalQuantitative Finance
VolumeVolume 14
Issue3
Pages (from-to)495-507
ISSN1469-7688
DOIs
Publication statusPublished - 2014

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ID: 70486464