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Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Woo, Jeechul, Liu, Chenru, Choi, Jaehyuk
Natura:	Preprint
Pubblicazione:	2018
Soggetti:	Computational Finance Mathematical Finance Machine Learning
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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