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Andrea Molent · Study

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Andrea Molent

1 works· latest 2020· 1 institutionscluster: provisionalORCID 0000-0002-0887-826X

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Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models2020 · 61 citations

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Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models

Quantitative Finance·2020·3 authors·Open access

61citations