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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/9176
Title: An analysis of the Longstaff-Schwartz algorithm for American option pricing
Authors: Clement, E.
Lamberton, D.
Protter, P.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Sep-2001
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 1296
Abstract: An analysis of the Longstaff-Schwartz algorithm for American option pricing
URI: http://hdl.handle.net/1813/9176
Appears in Collections:ORIE Technical Reports

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