Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
|
| gptkbp:application |
American option pricing
|
| gptkbp:author |
gptkb:Eduardo_S._Schwartz
gptkb:Francis_A._Longstaff |
| gptkbp:citation |
gptkb:Longstaff,_F._A.,_&_Schwartz,_E._S._(2001)._Valuing_American_options_by_simulation:_a_simple_least-squares_approach._The_Review_of_Financial_Studies,_14(1),_113-147.
|
| gptkbp:field |
finance
mathematical finance |
| gptkbp:fullName |
gptkb:Longstaff-Schwartz_method
|
| https://www.w3.org/2000/01/rdf-schema#label |
Longstaff & Hurd
|
| gptkbp:introducedIn |
2001
|
| gptkbp:method |
gptkb:Monte_Carlo_simulation
least squares regression |
| gptkbp:usedFor |
valuation of American-style derivatives
|
| gptkbp:bfsParent |
gptkb:Westerly_Public_Library
|
| gptkbp:bfsLayer |
7
|