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Improving the Least-Squares Monte-Carlo Approach

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Rasmussen, Nicki Søndergaard () (Department of Finance, Aarhus School of Business)
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Paper provided by University of Aarhus, Aarhus School of Business, Department of Business Studies in its series Finance Working Papers with number 02-18.

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Length: 67 pages
Date of creation: 09 May 2002
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Handle: RePEc:hhb:aarfin:2002_018

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Postal: The Aarhus School of Business, Fuglesangs Allé 4, DK-8210 Aarhus V, Denmark
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Web page: http://www.asb.dk/about/departments/bs.aspx
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