A new options pricing method: semi-stochastic kernel regression method with constraints.

Le Jiang Chenglong Xu

Published in: Int. J. Comput. Math. (2023)

Keyphrases

regression method
support vector machine
linear regression
clustering method
data sets
machine learning
regression analysis
neural network
computer vision
similarity measure
support vector
input data
support vector machine svm
parameter estimation
cross validation
regression methods