American Options: Models and Algorithms-Reference-Cited by-同舟云学术

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American Options: Models and Algorithms

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bloch Daniel Alexandre

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference101 articles.

1. A simple approach to the pricing of Bermudan swaptions in the multi-factor LIBOR market model;L B G Andersen;Journal of Computational Finance

2. Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path;A Antos;Mach. Learn

3. Multivariate truncated moments;J C Arismendi;Journal of Multivariate Analysis

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Is Reinforcement Learning Good at American Option Valuation?;Algorithms;2024-09-07

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