Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo
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- Jan Natolski & Ralf Werner, 2017. "Mathematical Analysis of Replication by Cash Flow Matching," Risks, MDPI, Open Access Journal, vol. 5(1), pages 1-15, February.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-25 (All new papers)
- NEP-LAM-2013-09-25 (Central & South America)
- NEP-LTV-2013-09-25 (Unemployment, Inequality & Poverty)
- NEP-NEU-2013-09-25 (Neuroeconomics)
- NEP-ORE-2013-09-25 (Operations Research)
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