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by Matrixtrainor
June 2nd, 2020, 1:42 pm
Forum: Student Forum
Topic: Latest development in Financial Engineering
Replies: 2
Views: 4729

Re: Latest development in Financial Engineering

Hello,  I don't know if this is what you'd call Hot, but I've been hearing talk about using Neural Networks for  Bermudan and American options pricing in high dimension. a few papers :  Kohler, M. , Krzyzak, A. and Todorovic, N. (2010), Pricing Of High-Dimensional American Options By Neural Networks...