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Semantic Scholar Open Access 2001 3421 sitasi

Valuing American Options by Simulation: A Simple Least-Squares Approach

F. Longstaff Eduardo S. Schwartz
Lihat Sumber DOI

Topik & Kata Kunci

Economics Computer Science

Penulis (2)

F

F. Longstaff

E

Eduardo S. Schwartz

Format Sitasi

APA MLA BibTeX
Longstaff, F., Schwartz, E.S. (2001). Valuing American Options by Simulation: A Simple Least-Squares Approach. https://doi.org/10.1093/RFS/14.1.113

Akses Cepat

Lihat di Sumber doi.org/10.1093/RFS/14.1.113
Informasi Jurnal
Tahun Terbit
2001
Bahasa
en
Total Sitasi
3421×
Sumber Database
Semantic Scholar
DOI
10.1093/RFS/14.1.113
Akses
Open Access ✓