Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

Overview of attention for article published in Frontiers in Applied Mathematics and Statistics, December 2019

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Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM https://t.co/R2l3KowJNl

21 Dec 2019

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