Simulations for American Option Pricing Under A Jump-Diffusion Model: Comparison Study Between Kernel-based and Regression-based Methods
- Title
- Simulations for American Option Pricing Under A Jump-Diffusion Model: Comparison Study Between Kernel-based and Regression-based Methods
- Authors
- 이재욱
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/51190
- Article Type
- Conference
- Citation
- Fifth International Symposium on Neural Networks, page. 000-000
- Files in This Item:
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.