Title of article

Hedging using simulation: a least squares approach

Author/Authors

Claudio Tebaldi، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2005

Pages

26

From page

1287

To page

1312

Keywords

Simulation Methods , Least squares regression , American Options , Hedging , Malliavin calculus

Journal title

Journal of Economic Dynamics and Control

Serial Year

2005

Journal title

Journal of Economic Dynamics and Control

Record number

238842