As an illustration, consider a hypothetical example in which an organic solvent leaks from an industrial site and spreads over a large area. Assume the solvent is absorbed and immobilized into the ...
We investigate two new strategies for the numerical solution of optimal stopping problems in the regression Monte Carlo (RMC) framework proposed by Longstaff and Schwartz in 2001. First, we propose ...
A range of different approaches exists to extract a continuous curve of futures prices from market-observed prices. At Nymex, accessible futures prices for delivery of WTI crude oil are available ...
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