Neural network regression for Bermudan option pricing (Q2239248)
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scientific article; zbMATH DE number 7419516
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Neural network regression for Bermudan option pricing |
scientific article; zbMATH DE number 7419516 |
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Neural network regression for Bermudan option pricing (English)
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3 November 2021
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Bermuda options
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optimal stopping
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regression methods
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deep learning
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neural networks
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0.8682200908660889
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0.8359344601631165
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0.8147646188735962
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0.7847317457199097
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0.7841289043426514
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