Low-rank kernel methods for American option pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Multerer, Michael, Schneider, Paul, Segala, Chiara
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis Statistics Theory 91G60, 91G20, 60G40, 46E22, 65F55
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.06349