ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS

Publisher： John Wiley & Sons Inc

E-ISSN： 1467-9965|25|2|371-399

ISSN： 0960-1627

Source： MATHEMATICAL FINANCE, Vol.25, Iss.2, 2015-04, pp. : 371-399

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