Valuing Oil and Gas Options by Least Squares Monte Carlo Simulation

2008 ◽  
Author(s):  
Bart J.A. Willigers ◽  
Reidar Brumer Bratvold
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Least Squares ◽  
Oil And Gas ◽  
Least Squares Monte Carlo

Valuation of Swing Contracts by Least-Squares Monte Carlo Simulation

2011 ◽  
Vol 3 (04) ◽  
pp. 215-225 ◽  
Author(s):  
Bart J.A. Willigers ◽  
Steve Begg ◽  
Reidar Bratvold
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Least Squares ◽  
Least Squares Monte Carlo
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