Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785): Difference between revisions

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+Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+Hilbert-Valued Perturbed Subgradient Algorithms
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+Application of the Fast Gauss Transform to Option Pricing
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+Option pricing: A simplified approach
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+Nonparametric adaptive learning with feedback
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
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+The Fast Gauss Transform
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+Acceleration of Stochastic Approximation by Averaging
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+A Stochastic Approximation Method
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+Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives
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