Comparison of least squares Monte Carlo methods with applications to energy real options

Selvaprabu Nadarajah, François Margot, Nicola Secomandi. Comparison of least squares Monte Carlo methods with applications to energy real options. European Journal of Operational Research, 256(1):196-204, 2017. [doi]

Authors

Selvaprabu Nadarajah

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François Margot

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Nicola Secomandi

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