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



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

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Document Type: Working paper
Date: 2001-04-01
This document is associated with a Creative Common license L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons

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