LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135): Difference between revisions

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+Numerical Valuation of High Dimensional Multivariate European Securities
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+Universal approximation bounds for superpositions of a sigmoidal function
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+An irregular grid approach for pricing high-dimensional American options
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+Hinging hyperplanes for regression, classification, and function approximation
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+Pricing American-style securities using simulation
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+Option pricing: A simplified approach
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+The elements of statistical learning. Data mining, inference, and prediction
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+Pricing American Options: A Duality Approach
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+On Distributions of Certain Wiener Functionals
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+Multinomial Approximating Models for Options with k State Variables
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+Generalization bounds for function approximation from scattered noisy data
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+Monte Carlo valuation of American options
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+The Mathematics of Financial Derivatives
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