"The valuation of multidimensional American real options using the LSM ..."

Gonzalo Cortazar, Miguel Gravet, Jorge Urzúa (2008)

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DOI: 10.1016/J.COR.2006.02.016

access: closed

type: Journal Article

metadata version: 2020-02-18

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Gonzalo Cortazar, Miguel Gravet, Jorge Urzúa:
The valuation of multidimensional American real options using the LSM simulation method. Comput. Oper. Res. 35(1): 113-129 (2008)

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