Mathematics-in-Industry Case Studies Journal, Volume 2, ppOptimized Least-squares Monte Carlo for Measuring Counterparty Credit Exposure of American-style Options Kin Hung (Felix) Kan

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Date: 2015-03-23 09:45:54 Economics Mathematical finance Computational statistics Monte Carlo methods Econometrics Antithetic variates Control variates Futures contract Linear regression Statistics Financial economics Options		Mathematics-in-Industry Case Studies Journal, Volume 2, ppOptimized Least-squares Monte Carlo for Measuring Counterparty Credit Exposure of American-style Options Kin Hung (Felix) Kan Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 266,49 KB Share Document on Facebook

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