Kristoffer Andersson 0003, Cornelis W. Oosterlee. A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options. Applied Mathematics and Computation, 408:126332, 2021. [doi]
@article{AnderssonO21,
title = {A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options},
author = {Kristoffer Andersson 0003 and Cornelis W. Oosterlee},
year = {2021},
doi = {10.1016/j.amc.2021.126332},
url = {https://doi.org/10.1016/j.amc.2021.126332},
researchr = {https://researchr.org/publication/AnderssonO21},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {408},
pages = {126332},
}