Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745): Difference between revisions
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| Property / DOI: 10.1016/J.JSPI.2012.02.031 / rank | |||
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Latest revision as of 17:25, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of American options in discrete time using least squares estimates with complexity penalties |
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Pricing of American options in discrete time using least squares estimates with complexity penalties (English)
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6 July 2012
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neural networks
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nonparametric regression
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optimal stopping
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orthogonal series estimates
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rate of convergence
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regression based Monte Carlo methods
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smoothing splines
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