Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing
نویسندگان
چکیده
منابع مشابه
Randomized Extended Kaczmarz for Solving Least-Squares
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2019
ISSN: 1556-5068
DOI: 10.2139/ssrn.3471164