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HackerNoon
hackernoon.com
did:plc:kbzotn4ippvrqllcitxglgm2
Solving high-dimensional option pricing: G-LSM leverages Hermite polynomials and gradients to achieve a 10x accuracy boost over LSM. #computationalfinance
https://hackernoon.com/a-practical-guide-to-g-lsm-improving-high-dimensional-option-pricing-with-minimal-overhead
2025-09-24T13:15:06.155Z