Pages that link to "Item:Q3576955"
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The following pages link to PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955):
Displayed 5 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)
- 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)
- Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) (← links)