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COR
2008
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COR 2008
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The valuation of multidimensional American real options using the LSM simulation method
14 years 20 days ago
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www.eco.uva.es
In this paper we show how a multidimensional American real option may be solved using the LSM simulation method originally proposed by Longstaff and Schwartz [2001, The Review of ...
Gonzalo Cortazar, Miguel Gravet, Jorge Urzua
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