American-Style Options:: Valuation and calibration using machine learning methods

American-Style Options: Valuation and calibration using machine learning methods

Peter Pommergård Lind

Publikation: Ph.d.-afhandling

195 Downloads (Pure)

Originalsprog	Engelsk
Vejledere	Lundtofte, Frederik Steen, Hovedvejleder Sauri Arregui, Orimar, Bivejleder
Udgiver	Aalborg University Open Publishing
ISBN'er, elektronisk	978-87-85239-07-5
DOI	https://doi.org/10.54337/aau754332624
Status	Udgivet - 2024

@misc{9cd1d4302f4e4403a0854f968e1fefc1,

title = "American-Style Options:: Valuation and calibration using machine learning methods",

author = "Lind, {Peter Pommerg{\aa}rd}",

year = "2024",

doi = "10.54337/aau754332624",

language = "English",

series = "Ph.d.-serien for Det Humanistiske og Samfundsvidenskabelige fakultet, Aalborg Universitet",

publisher = "Aalborg University Open Publishing",

}