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American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods.
Lokman A. Abbas-Turki
Bernard Lapeyre
Published in:
SIAM J. Financial Math. (2012)
Keyphrases
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united states
qualitative and quantitative
preprocessing
computational cost
black scholes model
kernel density estimation
density estimation
search methods
empirical studies
semi supervised
neural network
active learning
trade off
support vector
decision trees
feature selection
computer vision