A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options

Author:

Reesor R. MarkORCID,Stentoft LarsORCID,Zhu Xiaotian

Funder

Wilfrid Laurier University

Western University

NSERC

Publisher

Elsevier BV

Reference30 articles.

1. The pricing of options and corporate liabilities;Black;J. Political Econ.,1973

2. Monte Carlo variance reduction and American option exercise strategies;Boire,2022

3. Bias correction in the least-squares Monte Carlo algorithm;Boire,2023

4. Finite difference methods and jump processes arising in the pricing of contingent claims: A synthesis;Brennan;J. Final. Quant. Anal.,1977

5. Valuation of the early-exercise price for options using simulations and nonparametric regression;Carriére;Insurance Math. Econom.,1996

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