Pricing of high-dimensional American options by neural networks
Year of publication: |
2010
|
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Authors: | Kohler, Michael ; Krzyżak, Adam ; Todorović, Nebojša |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 20.2010, 3, p. 383-410
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Subject: | Optionsgeschäft | Option trading | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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