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"Regression methods for pricing complex American-style options."

John N. Tsitsiklis, Benjamin Van Roy (2001)

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DOI: 10.1109/72.935083

access: closed

type: Journal Article

metadata version: 2020-05-30

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John N. Tsitsiklis, Benjamin Van Roy:
Regression methods for pricing complex American-style options. IEEE Trans. Neural Networks 12(4): 694-703 (2001)

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