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Risk management with local least squares Monte Carlo.

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Bibliographic Details
Title: Risk management with local least squares Monte Carlo.
Authors: Hainaut, Donatien1 (AUTHOR) donatien.hainaut@uclouvain.be, Akbaraly, Adnane2 (AUTHOR)
Source: Astin Bulletin. Sep2023, Vol. 53 Issue 3, p489-514. 26p.
Database: Mathematics Source
Description
ISSN:05150361
DOI:10.1017/asb.2023.25