"Neural network regression for Bermudan option pricing."

Bernard Lapeyre, Jérôme Lelong (2021)

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DOI: 10.1515/MCMA-2021-2091

access: closed

type: Journal Article

metadata version: 2021-10-05

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Bernard Lapeyre, Jérôme Lelong:
Neural network regression for Bermudan option pricing. Monte Carlo Methods Appl. 27(3): 227-247 (2021)

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