1. � �� 1 ) yield curve �� 2 (� �� 2 ) = forward path from (� �� (� �� 2 ) (� �� 2 ) , � �� 2 ) = {� �� (� �� � �� ; � �� (� �� 2 ) (� �� 2 ) , � �� 2 )} References i Dash;J W Yang;�� (� �� 1 ) (� �� 1 ),2016
2. Valuing American options by simulation: a simple least squares approach;F Ii Longstaff;Rev. Financial Stud,2001
3. Quantitative Finance and Risk Management