On Improving the Least Squares Monte Carlo Option Valuation Method
- 期刊名称SSRN Electronic Journal
- 作者Branddo da Costa Areal, Nelson Manuel de Pinho; Rodrigues, Artur; Rocha Armada, Manuel Joss
- 电子ISSN1556-5068
- 文件大小276.03KB
- 发表时间2008
- DOI10.2139/ssrn.1089490
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