Jennie La

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American option pricing is a challenging problem in financial mathematics for which several approaches have been proposed in the last few years. In this paper, we consider the regression-based method of Longstaff and Schwartz (2001) to price these options, and then investigate the use of different variance reduction techniques to improve the efficiency of(More)
  • Jorge Luis Romeu, José Celso Barbosa, Bayamón, José R Bloise De Investigación, San Juan, En Cuba +40 others
  • 2014
Soberana (GLSPR), y entrevistó a varios funcionarios y miembros de esta Institución. 10 afiliados era dueño enteramente de sus actos y sus ideas (…) Los masones, como individuos
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