"A deep learning approach for computations of exposure profiles for ..."

Kristoffer Andersson, Cornelis W. Oosterlee (2021)

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DOI: 10.1016/J.AMC.2021.126332

access: open

type: Journal Article

metadata version: 2021-07-23

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Kristoffer Andersson, Cornelis W. Oosterlee:
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options. Appl. Math. Comput. 408: 126332 (2021)

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