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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)
Voltage dips analysis is a complex stochastic issue, since it involves a large variety of random factors, such as: type of short-circuits in the power system, location of faults, protective system performance and atmospheric discharges. Among all categories of electrical disturbances, the voltage dips (sags) and momentary interruptions are the nemeses of(More)
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