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On Improving the Least Squares Monte Carlo Option Valuation Method
Branddo da Costa Areal, Nelson Manuel de Pinho, Rodrigues, Artur, Rocha Armada, Manuel JossAnnée:
2008
Langue:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1089490
Fichier:
PDF, 276 KB
english, 2008