Pricing high-dimensional American options by kernel ridge regression (Q4991062)
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scientific article; zbMATH DE number 7353669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing high-dimensional American options by kernel ridge regression |
scientific article; zbMATH DE number 7353669 |
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Pricing high-dimensional American options by kernel ridge regression (English)
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2 June 2021
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high-dimensional American option
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Monte Carlo
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regression-based method
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kernel ridge regression
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machine learning
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