مرکز منطقه ای اطلاع رساني علوم و فناوري - Hedging using simulation: a least squares approach

Title of article :

Hedging using simulation: a least squares approach

Author/Authors :

Claudio Tebaldi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

1287

To page :

1312

Keywords :

Simulation Methods , Least squares regression , American Options , Hedging , Malliavin calculus

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2005

Journal title :

Journal of Economic Dynamics and Control

Record number :

238842

Link To Document :