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

Springer Publishing Company

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

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Assessing the Least Squares Monte-Carlo Approach to American Option Valuation

By Stentoft Lars  

Review of Derivatives Research, Vol. 7, Iss. 2, 2004-08 ,pp. : 129-168

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Monte Carlo methods for pricing discrete Parisian options

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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

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