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"American option pricing using multi-layer perceptron and support vector ..."

Michael Maio Pires, Tshilidzi Marwala (2004)

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DOI: 10.1109/ICSMC.2004.1399801

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-17

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  - conf/smc/PiresM04
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Michael Maio Pires, Tshilidzi Marwala:
American option pricing using multi-layer perceptron and support vector machine. SMC (2) 2004: 1279-1285

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