Hansjörg Furrer
Teaching
Market-Consistent Actuarial Valuation, Spring term 2022
- Slides of the lectures of 2 & 9 May 2022
- Longstaff, F. A., and Schwartz, E. S. (2001). Valuing American Options by Simulation: A Simple
Least-Squares Approach. The Review of Financial Studies, Vol. 14, No 1, 113-147
[pdf]
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