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不适用于Longstaff-Schwartz方法的美式期权类型
原始问题:

不适用于Longstaff-Schwartz方法的美式期权类型

Longstaff-Schwartz (Least-Square) method is less suitable to apply to American options with a high degree of path dependency, such as barrier and lookback options.

不适用于Longstaff-Schwartz方法的美式期权类型
https://www.aiaiask.com/ask/25934.html
AI / 模型iFLYTEK
时间 / DATEMay 18, 2023, 12:42 PM
语言zh-CN
IP / 区域Central and Western DistrictCentral