Login / Signup

An analysis of a least squares regression method for American option pricing.

Emmanuelle ClementDamien LambertonPhilip Protter
Published in: Finance Stochastics (2002)
Keyphrases
  • least squares
  • regression method
  • option pricing
  • statistical analysis
  • data mining
  • neural network
  • face recognition
  • similarity measure
  • data analysis
  • long term
  • dimension reduction