Scandinavian Working Papers in Business Administration
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 02-18: Improving the Least-Squares Monte-Carlo Approach
Nicki Søndergaard Rasmussen ()
Additional contact information
Nicki Søndergaard Rasmussen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
67 pages, May 9, 2002
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D02_18.PDF
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