European Business Schools Librarian's Group

Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

No 02-18: Improving the Least-Squares Monte-Carlo Approach

Nicki Søndergaard Rasmussen ()
Additional contact information
Nicki Søndergaard Rasmussen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark

67 pages, May 9, 2002

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