"Quantitative error estimates for a least-squares Monte Carlo algorithm for ..."

Daniel Z. Zanger (2013)

> Home

Details and statistics

DOI: 10.1007/S00780-013-0204-9

access: closed

type: Journal Article

metadata version: 2021-04-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/Zanger13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/Zanger13
Daniel Z. Zanger:
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing. Finance Stochastics 17(3): 503-534 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.