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Erratum to ”︁Pricing American options by canonical least‐squares Monte Carlo„ by Q. Liu
Publication year - 2010
Publication title -
journal of futures markets
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.20485
Subject(s) - monte carlo method , monte carlo methods for option pricing , statistical physics , mathematics , mathematical economics , econometrics , physics , statistics
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