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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

Type

Label

On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

Specific Material Designation

remote

System control number

(OCoLC)1088457000

Instantiates

On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

Access location

Check for full-text

Carrier category

online resource

Media category

computer

Publication

Universitat Pompeu Fabra, Barcelona, 2001

Incoming Resources

Item of
1
- On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

Outgoing Resources

Instantiates
1
- On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Access location
1
- Check for full-text
Carrier category
1
- online resource
Media category
1
- computer
Publication
1
- Universitat Pompeu Fabra, Barcelona, 2001