Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem |
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Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (English)
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22 July 2022
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(B) finance
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moving average options
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Gaussian process regression
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Gauss-Hermite quadrature
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binomial tree
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