The process of using past cost information to predict future costs is called cost estimation. While many methods are used for cost estimation, the least-squares regression method of cost estimation is ...
We adopt the least squares Monte Carlo (LSMC) method to price time-capped American options. The cap can be an independent random variable or dependent on the asset price at a random time. We ...
A statistical technique for fitting a curve to a set of data points. One of the variables is transformed by taking its logarithm, and then a straight line is fitted to the transformed set of data ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results