Pages that link to "Item:Q3516785"
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The following pages link to Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785):
Displaying 5 items.
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- The residual-based ESG algorithm and its performance analysis (Q964326) (← links)
- A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters (Q2293608) (← links)
- Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
- PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955) (← links)