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Least-squares Monte-Carlo methods for optimal stopping investment under CEV models

Ma, JT; Lu, ZY; Li, WY; Xing, J

Ma, JT (corresponding author), Southwestern Univ Finance & Econ, Sch Econ Math, Chengdu 611130, Peoples R China.

QUANTITATIVE FINANCE, 2020; 20 (7): 1199

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