Mathematical Sciences Research Institute

Home » Jin-Chuan Duan

Personal Profile of Dr. Jin-Chuan Duan

Dr. Jin-Chuan Duan
  1. Workshop Conference on Randomized Algorithms in Finance

    Show All Collapse
    Mar 30, 2001
    01:30 PM - 03:30 PM
      Solving American option and portfolio choice problems using the Least Squares Monte Carlo (LSM) Algorithm
    Francis Longstaff