PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2010.00404.x
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+W1925448229
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@@ Property / cites work @@
+Application of kernel-based stochastic gradient algorithms to option pricing
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+Q5641856
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+An analysis of a least squares regression method for American option pricing
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+A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
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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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+Number of paths versus number of basis functions in American option pricing
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+Pricing American Options: A Duality Approach
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+Nonparametric regression with additional measurement errors in the dependent variable
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Monte Carlo valuation of American options
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+The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
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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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