Andrea Molent
- Machine Learning for Pricing American Options in High-Dimensional\n Markovian and non-Markovian models
2019/05/22 by Ludovic Goudenège, Goudenège, Ludovic, Andrea Molent +3 · 3 citations
Computer Science · Economics, Econometrics and Finance · Engineering · #Computational Finance (q-fin.CP) #FOS: Economics and business #Gaussian Processes and Bayesian Inference #Pricing of Securities (q-fin.PR) #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications