"American option pricing with model constrained Gaussian process regressions."

Donatien Hainaut (2026)

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DOI: 10.1016/J.AMC.2025.129747

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type: Journal Article

metadata version: 2025-10-27

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Donatien Hainaut:
American option pricing with model constrained Gaussian process regressions. Appl. Math. Comput. 512: 129747 (2026)

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