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A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Zhuang, Jirong, Ding, Deng, Lu, Weiguo, Wu, Xuan, Yuan, Gangnan
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Computational Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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