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Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods.

, , , and . ISNN (1), volume 5263 of Lecture Notes in Computer Science, page 655-662. Springer, (2008)

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Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods., , , and . ISNN (1), volume 5263 of Lecture Notes in Computer Science, page 655-662. Springer, (2008)Efficient Option Pricing via a Globally Regularized Neural Network., , , and . ISNN (2), volume 3174 of Lecture Notes in Computer Science, page 988-993. Springer, (2004)Estimating the Yield Curve Using Calibrated Radial Basis Function Networks., , and . ISNN (2), volume 3497 of Lecture Notes in Computer Science, page 885-890. Springer, (2005)