Complex derivatives valuation: applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis
Crossref DOI link: https://doi.org/10.1186/s40854-015-0019-0
Published Online: 2016-01-13
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
de Lima, Ursula Silveira Monteiro
Samanez, Carlos Patricio
License valid from 2016-01-13