Hanen Borchani, Wojciech Michal Pawlak, Steffen Holmslykke, Allan Peter Engsig-Karup. Data-driven American Option Pricing using Artificial Neural Networks. In Petra Perner, editor, Advances in Data Mining - Applications and Theoretical Aspects, 19th Industrial Conference, ICDM 2019, New York, USA, July 17 - July 21, 2019, Poster Proceedings. pages 168-172, ibai publishing, 2019.
Abstract is missing.