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Pricing of American Options Using Linear Complementarity Formulation: Methods and Their Evaluation.
Minas D. Koulisianis
Theodore S. Papatheodorou
Published in:
Neural Parallel Sci. Comput. (2003)
Keyphrases
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machine learning methods
gold standard
united states
qualitative and quantitative
benchmark datasets
closed form
statistical methods
search methods
optimization methods
evaluation measures
evaluation methods