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Academic Journal

Pricing Bermudan options using regression trees/random forests

Subjects: Regression trees; Random forests; Bermudan options

  • Source: EISSN: 1945-497X ; SIAM Journal on Financial Mathematics ; https://hal.science/hal-03436046 ; SIAM Journal on Financial Mathematics, 2023, 14 (4), pp.1113-1139. ⟨10.1137/21M1460648⟩

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