Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee. Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods. In Fuchun Sun, Jianwei Zhang, Ying Tan, Jinde Cao, Wen Yu, editors, Advances in Neural Networks - ISNN 2008, 5th International Symposium on Neural Networks, ISNN 2008, Beijing, China, September 24-28, 2008, Proceedings, Part I. Volume 5263 of Lecture Notes in Computer Science, pages 655-662, Springer, 2008. [doi]
Abstract is missing.