Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Lars Stentoft
Information about the author Lars Stentoft will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Convergence of the Least Squares Monte Carlo Approach to American Option Valuation
2004
In a recent paper, Longstaff and Schwartz suggest a method for American option...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
