Work

Simulation for American Options: Regression Now or Regression Later?

Year: 2004

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-642-18743-8_12

Authors: Paul Glasserman, Bin Yu

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1574206118

FWCI: 4.559

Cites: 13

Cited by: 88

Related to: 10