পদ্ধতির তুলনা করুন

	Longstaff-Schwartz Method	SABR মডেল
ক্ষেত্র	পরিমাণগত অর্থায়ন	পরিমাণগত অর্থায়ন
পরিবার	Machine learning	Regression model
উদ্ভবের বছর	2001	2002
প্রবর্তক	Francis A. Longstaff and Eduardo S. Schwartz	Patrick S. Hagan
ধরন	Valuation Algorithm	Interest Rate Model
মৌলিক উৎস	Longstaff, F. A., & Schwartz, E. S. (2001). Valuing American options by simulation: A simple least-squares approach. Review of Financial Studies, 14(1), 113-147.	Hagan, P. S., Kumar, D., Lesniewski, A. S., & Woodward, D. E. (2002). Managing smile risk. Wilmott Magazine, 1, 84-108.
অপর নাম	LSM, Least-Squares MC, Optimal Stopping	Stochastic Volatility Model
সম্পর্কিত	4	4
সারসংক্ষেপ	The Longstaff-Schwartz method (2001) is a Monte Carlo algorithm for pricing American options and Bermudan swaptions by approximating the optimal exercise boundary via least-squares regression. It has become the industry standard for pricing path-dependent derivatives where analytical solutions do not exist.	The SABR (Stochastic Alpha-Beta-Rho) model is a stochastic volatility framework introduced by Hagan et al. in 2002 for valuing interest rate derivatives. It captures the smile effect in implied volatility through correlated Brownian motions and has become industry standard for swaption and caplet pricing.