Examine the early exercise policy for the eight paths consid
Question and Solution
Examine the early exercise policy for the eight paths considered in the example in Section 27.8. What is the difference
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Examine the early exercise policy for the eight paths considered in the example in Section 27.8. What is the difference between the early exercise policy given by the least squares approach and the exercise boundary parameterization approach? Which gives a higher option price for the paths sampled?
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