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Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Deng DING, Wenfei Wang, Li Wang. Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages[J]. Journal of Applied Finance&Banking, 2016, 6(2), 1-20.
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite |  | Submit date:2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming