Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks

19 January 2023

Papers citing "Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks"

2 / 2 papers shown

Title
Simultaneous upper and lower bounds of American option prices with hedging via neural networks Ivan Guo Nicolas Langrené Jiahao Wu 17 0 0 24 Feb 2023
Optimal Stopping via Randomized Neural Networks Calypso Herrera Florian Krack P. Ruyssen Josef Teichmann 38 37 0 28 Apr 2021