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Iterative Methods for Pricing American Options under the Bates Model.
Santtu Salmi
Jari Toivanen
Lina von Sydow
Published in:
ICCS (2013)
Keyphrases
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computational model
probabilistic model
neural network
experimental data
neural network model
iterative methods
objective function
artificial neural networks
evolutionary algorithm
image quality
mathematical model
recurrent neural networks