• Pricing American-Style Options by Monte Carlo Simulation 

      Hollund, Joachim; Joleik, Bjarte (Master thesis, 2018)
      We replicate (in some parts) and extend Tompaidis and Yang’s (2014) analysis by comparing the performance of Ordinary Least-Squares (OLS) Regression to Tikhonov Regularization and Classification & Regression Trees (CART), ...