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... 227 views

2

sample size determination for regression models using monte carlo methods in r

;A. Alexander Beaujean

2014 transportation geotechnics 214 views

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Journal of food protection

ISSN: 0362-028X 675 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