Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of kernel-based stochastic gradient algorithms to option pricing |
scientific article |
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Application of kernel-based stochastic gradient algorithms to option pricing (English)
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11 August 2008
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American option pricing
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Monte Carlo methods
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kernel approximation
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stochastic algorithm
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