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Economics / Mathematical finance / Computational statistics / Monte Carlo methods / Econometrics / Antithetic variates / Control variates / Futures contract / Linear regression / Statistics / Financial economics / Options
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

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