Title:

On Improving the Least Squares Monte Carlo Option Valuation Method

Authors:

Nelson Areal (U Minho)
Artur Rodrigues (U Minho)
Manuel Rocha Armada (U Minho)

Journal:

Review Of Derivatives Research

Year:

2008

Volume:

11

Pages:

119-151

JEL code:

G13 - Contingent Pricing; Futures Pricing