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Jan
8
comment Longstaff Schwartz method
The wikipedia page you mention is about continuous (time dependent) cash-flows. Every rate of cash flows FV(t) is discounted with exp(-\lambda t). In the change I suggested t is j*dt.
Jan
8
answered Longstaff Schwartz method
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8
answered Reasonable Hull & White parameters
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6
answered Fastest solver possible for portfolio optimization