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Machine-learning regression methods for American-style path-dependent contracts

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Gambara, Matteo, Livieri, Giulia, Pallavicini, Andrea
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Pricing of Securities Computational Finance 65C05, 91G20, 91G60
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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