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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.