Pages that link to "Item:Q3576955"

The following pages link to PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955):

Displaying 30 items.

• Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing (Q354190) (← links)
• Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
• Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
• On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
• Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
• A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839) (← links)
• Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
• Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
• A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626) (← links)
• Neural network regression for Bermudan option pricing (Q2239248) (← links)
• A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (Q2243318) (← links)
• Multi-criteria classification for pricing European options (Q2691648) (← links)
• Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
• Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
• General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
• Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) (← links)
• CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA (Q4635047) (← links)
• Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
• Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
• JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
• Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis (Q5151934) (← links)
• Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options (Q5245032) (← links)
• ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
• Deep optimal stopping (Q5381128) (← links)
• Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)
• Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674) (← links)
• Deep reinforcement learning in finite-horizon to explore the most probable transition pathway (Q6118140) (← links)
• Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
• A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)