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A numerical study of the utility-indifference approach for pricing American options.

Dong YanSong-Ping ZhuXiaoping Lu
Published in: Comput. Math. Appl. (2020)
Keyphrases
  • artificial intelligence
  • united states
  • databases
  • genetic algorithm
  • simulation study
  • real time
  • machine learning
  • expert systems
  • artificial neural networks
  • statistical analysis
  • profit maximization