Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options
Crossref DOI link: https://doi.org/10.1007/s00521-016-2802-x
Published Online: 2016-12-24
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hajizadeh, Ehsan
Mahootchi, Masoud
License valid from 2016-12-24