LECTURE AUDIO AND SLIDES

The Longstaff-Schwartz algorithm for pricing American options actually works
Philip Protter
Cornell University

This web presentation contains the audio and slides of a lecture given at the Fields Institute on February 27, 2002 as part of the Workshop on Comptational Methods and Applications in Finance.

Listen to audio presentation:

• Ogg Vorbis format (downloadable too; right-click to download)

• MP3 format (downloadable too; right-click to download)

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You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required).

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