"Data-driven American Option Pricing using Artificial Neural Networks."

Hanen Borchani et al. (2019)

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type: Conference or Workshop Paper

metadata version: 2019-12-16

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  dblp key:
  - conf/incdm/BorchaniPHE19
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  - https://dblp.org/rec/conf/incdm/BorchaniPHE19
Hanen Borchani, Wojciech Michal Pawlak, Steffen Holmslykke, Allan Peter Engsig-Karup:
Data-driven American Option Pricing using Artificial Neural Networks. ICDM (Posters) 2019: 168-172

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