2281数理金融中等essaymedium
LSM Implementation Judgment 1
题目
Why does LSM naturally produce a lower-bound estimate for an American option when exercise is decided from an estimated continuation rule?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
题目
Why does LSM naturally produce a lower-bound estimate for an American option when exercise is decided from an estimated continuation rule?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。