"An improved least squares Monte Carlo valuation method based on ..."

Frank J. Fabozzi, Tommaso Paletta, Radu Tunaru (2017)

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DOI: 10.1016/J.EJOR.2017.05.048

access: closed

type: Journal Article

metadata version: 2023-09-30

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Frank J. Fabozzi, Tommaso Paletta, Radu Tunaru:
An improved least squares Monte Carlo valuation method based on heteroscedasticity. Eur. J. Oper. Res. 263(2): 698-706 (2017)

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