An artificial intelligence approach to the valuation of American-style derivatives: A use of particle swarm optimization
Year of publication: |
2021
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Authors: | Chen, Ren-Raw ; Huang, Jeffrey ; Huang, William ; Yu, Robert |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 2, p. 1-22
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Publisher: |
Basel : MDPI |
Subject: | American option | Monte Carlo | PSO |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm14020057 [DOI] 1751219186 [GVK] hdl:10419/239473 [Handle] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; g4 |
Source: |
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Chen, Ren-Raw, (2021)
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Chen, Ren-Raw, (2020)
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Gandhi, Mihir, (2023)
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