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HackerNoon
hackernoon.com
did:plc:kbzotn4ippvrqllcitxglgm2
This article introduces G‑LSM, a sparse Hermite polynomial LSM variant using gradient info for efficient, accurate high‑dimensional American option pricing. #glsm
https://hackernoon.com/efficient-price-and-greeks-computation-for-american-options-via-gradient-enhanced-lsm
2025-08-12T16:04:05.717Z