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Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Journal of Applied Finance&Banking, 2016,Volume: 6,Issue: 2,Page: 1-20
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming