"Application of kernel-based stochastic gradient algorithms to option pricing."

Kengy Barty et al. (2008)

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DOI: 10.1515/MCMA.2008.006

access: closed

type: Journal Article

metadata version: 2020-07-03

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Kengy Barty, Pierre Girardeau, Cyrille Strugarek, Jean-Sébastien Roy:
Application of kernel-based stochastic gradient algorithms to option pricing. Monte Carlo Methods Appl. 14(2): 99-127 (2008)

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