Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674)
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scientific article; zbMATH DE number 7770147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Bermudan Options Using Regression Trees/Random Forests |
scientific article; zbMATH DE number 7770147 |
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Pricing Bermudan Options Using Regression Trees/Random Forests (English)
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23 November 2023
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regression trees
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random forests
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Bermudan options
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optimal stopping
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