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
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.
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