American option pricing using multi-layer perceptron and support vector machine

Michael M. Pires, Tshilidzi Marwala

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

23 Citations (Scopus)

Fingerprint

Dive into the research topics of 'American option pricing using multi-layer perceptron and support vector machine'. Together they form a unique fingerprint.

Computer Science

Economics, Econometrics and Finance

Keyphrases