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probability spaces, filtrations, Brownian motion, Ito's formula, Doleans-Dade exponential, Girsanov theorem, change of measure, quanto adjustment, Arrow-Debrew securities, risk-neutral probability, Cameron-Martin-Girsanov theorem, change of numeraire, T-forward measure
Longstaff-Schwartz LSM Algorithm, Least-Squares Method, Binomial Tree Model, Stopping Times, Stopped Processes, Optimal Exercise Strategy, Optimal Exercise Boundary, Least-Squares Regression, Orthogonal Polynomials, American Option
