American Option Pricing using Simulation and Regression: Numerical Convergence Results

Lars Stentoft

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Original languageEnglish
Title of host publicationTopics in Numerical Methods for Finance
EditorsMark Cummins, Finbarr Murphy , John J.H. Miller
Place of PublicationNew York
PublisherSpringer
Publication date2012
Pages57-94
ISBN (Print)978-1-4614-3432-0
ISBN (Electronic)978-1-4614-3433-7
Publication statusPublished - 2012
EventThe 3rd International Conference on Numerical Methods for Finance - Kemmy Business School (KBS), University of Limerick , Limerick, Ireland
Duration: 8 Jun 201110 Jun 2011
Conference number: 3
http://www.numericalmethodsforfinance.org/

Conference

ConferenceThe 3rd International Conference on Numerical Methods for Finance
Number3
LocationKemmy Business School (KBS), University of Limerick
CountryIreland
CityLimerick
Period08/06/201110/06/2011
Internet address
SeriesSpringer Proceedings in Mathematics & Statistics
Volume19
ISSN2194-1009

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