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Nicolas Essis-Breton
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Regression Forests
K Nearest Neighbor
Single Pass
Top Venues
CoRR
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Publications
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Nicolas Essis-Breton
,
Patrice Gaillardetz
Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale.
CoRR
(2020)