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~isPartOf:"Quantitative finance"
~person:"Na, Andrew S."
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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American option pricing
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Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
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