PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS |
scientific article |
Statements
PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (English)
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3 August 2010
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American options
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neural networks
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consistency
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nonparametric regression
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optimal stopping
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rate of convergence
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regression-based Monte Carlo methods
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