Qestion: least squre monte carlo simulation

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How to capture free boundary of a American Option by the least square simulation? My solution is to solve the equation "Exercising Value = Continue Value" where the Exercising Value EV(S)=S-K; Continuing Value CV(S)=a+b*S+c*S^2, is estimated by fitted regression. Is this correct? Thanks a lot.

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关键词：Monte Carlo Simulation Qestion ulation Carlo Monte Carlo Simulation Least Qestion