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Supervised Machine Learning with Control Variates for American Option Pricing
By: Gang Mu, Teodor Godina, Antonio Maffia and Yong Chao Sun
Language: English
Page range: 207 - 217
Submitted on: Feb 2, 2018
Accepted on: Sep 5, 2018
Published on: Oct 27, 2018
Published by: Poznan University of Technology
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
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© 2018 Gang Mu, Teodor Godina, Antonio Maffia, Yong Chao Sun, published by Poznan University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.