Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference79 articles.
1. Abadi, M., Agarwal, A., Barham, P., Brevdo, E., Chen, Z., Citro, C., Corrado, G. S., Davis, A., Dean, J., Devin, M., et al. (2016). Tensorflow: Large-scale machine learning on heterogeneous distributed systems. arXiv Preprint arXiv:1603.04467.
2. Alexiades, V., & Cannon, J. R. (1980). Free boundary problems in solidification of alloys. SIAM Journal on Mathematical Analysis, 11(2), 254–264.
3. Anderson, D. & Ulrych, U. (2022). Accelerated American option pricing with deep neural networks. Swiss Finance Institute Research Paper, (22-03).
4. Andreucci, D., & Gianni, R. (1994). Classical solutions to a multidimensional free boundary problem arising in combustion theory. Communications in Partial Differential Equations, 19(5–6), 803–826.
5. Ballestra, L. V. (2018). Fast and accurate calculation of American option prices. Decisions in Economics and Finance, 41(2), 399–426.