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A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options

Crossref DOI link: https://doi.org/10.1007/s10614-024-10833-9

Published Online: 2025-01-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Zhuang, Jirong

Ding, Deng

Lu, Weiguo

Wu, Xuan

Yuan, Gangnan https://orcid.org/0000-0002-0582-512X
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Text and Data Mining valid from 2025-01-03

Version of Record valid from 2025-01-03
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Article History

Accepted: 19 December 2024

First Online: 3 January 2025

Declarations

:

: The authors have not disclosed any competing interests.