Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing

By Zanger Daniel  

Finance and Stochastics, Vol. 17, Iss. 3, 2013-07 ,pp. : 503-534

Springer Publishing Company

Access to resources Recommend Favorite

On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives

By Moreno Manuel   Navas Javier F.  

Review of Derivatives Research, Vol. 6, Iss. 2, 2003-01 ,pp. : 107-128

Springer Publishing Company

Access to resources Recommend Favorite

Least-squares Importance Sampling for Monte Carlo security pricing

By Capriotti Luca  

Quantitative Finance, Vol. 8, Iss. 5, 2008-08 ,pp. : 485-497

Routledge Ltd

Access to resources Recommend Favorite

Parsimonious principle of GARCH models: a Monte-Carlo approach

By Wu Jing  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 7, Iss. 5, 2006-10 ,pp. : 544-558

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Teaching applications of Monte Carlo simulation to European option pricing

By Dhiensiri Nont   Essayyad Musa  

International Journal of Financial Services Management, Vol. 3, Iss. 3-4, 2009-01 ,pp. : 335-342

Inderscience Publishers

Access to resources Recommend Favorite