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"Application of kernel-based stochastic gradient algorithms to option pricing."
Kengy Barty et al. (2008)
- 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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