Journal of Mathematical Modeling - Articles List

Keywords = Longstaff and Schwartz algorithm

Pricing American option under exponential Levy Jump-diffusion model using Random Forest instead of least square regression

Volume 11, Issue 2, July 2023, Pages 229-244

10.22124/jmm.2022.21756.1909

Mohamed Maidoumi; Mehdi Zahid; Boubker Daafi

Journal of Mathematical Modeling

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