Paka: google gives you the answers you like:www.cmap.polytechnique.fr/~gobet/deap7/american_ls.pdf

It's a PhD thesis at Cornell University. I can not find it either. Please send it to me also, if anyone has itpetter@math.com

<t>Thank you for your answers mrbadbuy and Athletico!Yes Athletico, I am implementing the LSM of Longstaff and Schwarz. What I want is to plot the exercise boundary. I have done all the regressions and valuations, but I want to plot the exercise boundary. My question is as follows:Is the exercise bo...

I have search all the Wilmott forums, but could not find an answer and therefore posted this post. You can maybe remove the word optimal in my first post here and than answer.

<t>I am running some MC simulations for priceing an American option. From my simulations, I want to findthe optimal early exercise boundary for the option. My question is:-Is the boundary for each timestep the smallest value of the underlying stock that is exercised or is it the average of all pahts...

Can anyone that have the paper "Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities" by Alfredo Ibezplease PM me or reply with a link?RegardsPjotr314

try this oneor try www.google.com with +fibonacci +dampedpjotr

sorry, stupid question.you have to have 5 in the middle and the rest is then given.

is there only one solution to the problem (except mapping the matix given by SauceDrinker in some kind of way)?

maybe Aaron will win?i don't think you will... well, keep up the good work, if you write more then 100 posts a day, maybe you'll win?

QuoteOriginally posted by: ManIran will not be touched, unfortunately.wht not?why can't you just stay at home? why do you have to attack a new country every second year?

i first thought it was a bird, but then i realized it is a hand holding a pen writeing on a paper. Hamilton is right.

have you ever heard of google.comif you try +introduction +"markov chain monte carlo" +pdfyou will get for exampleThis oneand this one.the last book reference in the last presentation is a good starting book in MCMC.Good luck!

Here is a short explanaion of MCMC:In Monte Carlo you simulate from a know underlying process.In Markov Chain Monte Carlo you don't know the excact distribution of the underlying process. But you can get it by drawing from a Markov chain with the desired distribution.

by look at the pictures here; is this the animal topic?