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Results tagged with simulations
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user 66988
Reproduction of the characteristics or the outcome of a phenomenon or process using math or programming. Here limited to events related with quantitative finance as defined in the help center.
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Longstaff-Schwarz LS Monte Carlo - which approach is correct? [closed]
But now I've read Glasserman book about MC simulations in Finance and I found the following there:
From above, it seems that the only difference between LS and TvR is that in LS, at each step we do not …
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