2001
Valuing American Options by Simulation: A Simple Least-Squares Approach
Francis A. Longstaff, Eduardo S. Schwartz
Review of Financial Studies OATop-listed
3.3k
cites
Faculty
Francis A. Longstaff is a Finance scholar at University of California, Los Angeles. Research spans Banking stability, regulation, efficiency, Credit Risk and Financial Regulations, Financial Markets and Investment Strategies. 172 works, 25k citations (h-index 63).
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Affiliation on publications · University of California, Los Angeles
Francis A. Longstaff, Eduardo S. Schwartz
Review of Financial Studies OATop-listed
Francis A. Longstaff, Sanjay Mithal, Eric Neis
The Journal of Finance OATop-listed
Francis A. Longstaff, Eduardo S. Schwartz
The Journal of FinanceTop-listed