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Risk management with local least squares Monte Carlo.

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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
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22Astin+Bulletin%22">Astin Bulletin</searchLink>. Sep2023, Vol. 53 Issue 3, p489-514. 26p.
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        Value: 10.1017/asb.2023.25
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      – Code: eng
        Text: English
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        PageCount: 26
        StartPage: 489
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              Text: Sep2023
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              Y: 2023
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