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Daniel Z. Zanger · Study

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Daniel Z. Zanger

1 works· latest 2013· 1 institutionscluster: provisionalORCID 0000-0003-0678-6617

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Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing2013 · 42 citations

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Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing

Finance and Stochastics·2013·1 author

42citations