Optimizations in financial engineering: The Least-Squares Monte Carlo method of Longstaff and Schwartz
- Anamitra Roy Choudhury
- Alan King
- et al.
- 2008
- IPDPS 2008
This is our catalog of publications authored by IBM researchers, in collaboration with the global research community. It’s an ever-growing body of work that shows why IBM is one of the most important contributors to modern computing.