Re: Basis functions for Longstaff-Schwartz method

Posted by Kakhkhor Abdijalilov on
URL: http://quantlib.414.s1.nabble.com/Basis-functions-for-Longstaff-Schwartz-method-tp13169p13174.html

Sorry, in my previous message  the formula for size of basis was wrong.
(Dim+Order-1)! / [(Dim-1)! * Order!] is the number of terms of a given
order, not the basis size.

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