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Studies, 14 , pp. 113-148. [9] Kloeden P. and Platen E. (1992), 'Numerical Solution of Stochastic Differential Equations'. Berlin: Springer-Verlag. [10] Ludkovski M. (2016), 'Kriging Metamodels and Experimental Design for Bermu- dan Option Pricing', arXiv preprint arXiv:1509.02179, pp. 748-775. [11] Pizzi C. and Pellizzari P. (2002) 'Monte Carlo Pricing of American Options Using Nonparametric Regression', Rendiconti per gli Studi Economici Quantitativi, 75-91. [12] O'Sullivan C. and O'Sullivan S. (2013) 'Pricing European and American Options in the Heston Model with