Yuecai Han, Xudong Zheng. A deep learning method for pricing high-dimensional American-style options via state-space partition. Comput. Appl. Math., 43(3):152, April 2024. [doi]
@article{HanZ24-1,
title = {A deep learning method for pricing high-dimensional American-style options via state-space partition},
author = {Yuecai Han and Xudong Zheng},
year = {2024},
month = {April},
doi = {10.1007/s40314-024-02660-3},
url = {https://doi.org/10.1007/s40314-024-02660-3},
researchr = {https://researchr.org/publication/HanZ24-1},
cites = {0},
citedby = {0},
journal = {Comput. Appl. Math.},
volume = {43},
number = {3},
pages = {152},
}