Mathematical finance. 2010;20(3):383-410. doi: 10.1111/j.1467-9965.2010.00404.x Q22.42025

PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS

基于神经网络的高维美式期权定价

DOI: 10.1111/j.1467-9965.2010.00404.x

摘要

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