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"A deep learning method for pricing high-dimensional American-style options ..."

Yuecai Han, Xudong Zheng (2024)

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DOI: 10.1007/S40314-024-02660-3

access: closed

type: Journal Article

metadata version: 2024-04-15

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Yuecai Han, Xudong Zheng:
A deep learning method for pricing high-dimensional American-style options via state-space partition. Comput. Appl. Math. 43(3): 152 (2024)

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