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20182022
most citedThe Influence of Seed Selection on the Solvency II Ratio

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q-fin.CP2018

An Aspect of Optimal Regression Design for LSMC

Christian Weiß, Zoran Nikolić

Practitioners sometimes suggest to use a combination of Sobol sequences and orthonormal polynomials when applying an LSMC algorithm for evaluation of option prices or in the contex…