Q6151380 (Q6151380): Difference between revisions
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| Property / DOI: 10.22124/jmm.2022.21756.1909 / rank | |||
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| Property / DOI: 10.22124/JMM.2022.21756.1909 / rank | |||
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Latest revision as of 18:56, 30 December 2024
scientific article; zbMATH DE number 7814799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7814799 |
Statements
11 March 2024
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Monte Carlo simulation
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Levy jump-diffusion model
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Longstaff and Schwartz algorithm
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American option
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random forest RI regression
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Microsoft ``MSFT'' put option
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dynamic programming
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