Xiong, Lu; Luo, Jiyao; Vise, Hanna; White, Madison - In: Risks : open access journal 11 (2023) 8, pp. 1-16
Option pricing is an important research field in financial markets, and the American option is a common financial … derivative. Fast and accurate pricing solutions are critical to the stability and development of the market. Computational … techniques, especially the least squares Monte Carlo (LSMC) method, have been broadly used in optimizing the pricing algorithm …