Improving the Least-Squares Monte-Carlo Approach

Nicki Søndergaard Rasmussen ()
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Nicki Søndergaard Rasmussen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark

No 02-18, Finance Working Papers from University of Aarhus, Aarhus School of Business, Department of Business Studies

New Economics Papers: this item is included in nep-cmp
Date: Written 2002-05-09

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