A look at the G-LSM method for pricing American options effectively.
― 5 min read
Jiefei Yang
This article discusses deep learning methods for solving optimal stopping problems in financial options.
― 6 min read
Cutting edge science explained simply
A look at the G-LSM method for pricing American options effectively.
― 5 min read
This article discusses deep learning methods for solving optimal stopping problems in financial options.
― 6 min read