Emmanuelle Clement, Damien Lamberton, Philip Protter. An analysis of a least squares regression method for American option pricing. Finance and Stochastics, 6(4):449-471, 2002. [doi]
@article{ClementLP02,
title = {An analysis of a least squares regression method for American option pricing},
author = {Emmanuelle Clement and Damien Lamberton and Philip Protter},
year = {2002},
doi = {10.1007/s007800200071},
url = {http://dx.doi.org/10.1007/s007800200071},
researchr = {https://researchr.org/publication/ClementLP02},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {6},
number = {4},
pages = {449-471},
}