Nebojsa Todorovic

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing of high-dimensional American options by neural networks
Mathematical Finance
2010-08-03Paper
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
The Annals of Applied Probability
2008-01-28Paper
The valuation of American options using regression based Monte-Carlo methods.2007-12-07Paper


Research outcomes over time


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