monte carlo methods

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1
Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM
Dominic Cortis;Dominic Cortis;
2019 frontiers in applied mathematics and statistics DOI: 10.3389/fams.2019.00... 234 views
2
sample size determination for regression models using monte carlo methods in r
;A. Alexander Beaujean
2014 transportation geotechnics 217 views
3
Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM
Cortis, Dominic;
2019 frontiers in applied mathematics and statistics DOI: doi:10.3389/fams.201... 242 views

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Journal of food protection
ISSN: 0362-028X 745 views

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american options credit counterparty risk potential future exposure expected potential exposure Statistical Analysis sampling research methodology sample size multiple regression analysis computation expected potential exposure potential future exposure american options monte carlo methods