Gaussian Recombining Split Tree

By Yury Lebedev, Arunava Banerjee

Published 2024-05-01

Everscope rating

1231.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Gaussian Recombining Split Tree (GRST). Problem types: Option Pricing, Time Series Forecasting.

arXiv:2405.16333 · Paper rankings

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