"General Error Estimates for the Longstaff-Schwartz Least-Squares Monte ..."

Daniel Z. Zanger (2020)

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DOI: 10.1287/MOOR.2019.1017

access: closed

type: Journal Article

metadata version: 2020-10-26

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Daniel Z. Zanger:
General Error Estimates for the Longstaff-Schwartz Least-Squares Monte Carlo Algorithm. Math. Oper. Res. 45(3): 923-946 (2020)

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