PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS
| Year of publication: |
2010
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|---|---|
| Authors: | Kohler, Michael ; Krzyzak, Adam ; Todorovic, Nebojsa |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 20.2010, 3, p. 383-411
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