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Benedikt Rudolph: Should I stay or should I go? Optimal exercise decisions... | PyData Berlin 2019
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Speaker: Benedikt Rudolph
Track:PyData
This talk presents a Python implementation of the Longstaff-Schwartz algorithm for financial exercise option valuation. The technical problems of optimal exercise decisions and exercise option valuation are demonstrated using code examples.
Recorded at the PyConDE & PyData Berlin 2019 conference.
00:10 Help us add time stamps or captions to this video! See the description for details.
Track:PyData
This talk presents a Python implementation of the Longstaff-Schwartz algorithm for financial exercise option valuation. The technical problems of optimal exercise decisions and exercise option valuation are demonstrated using code examples.
Recorded at the PyConDE & PyData Berlin 2019 conference.
00:10 Help us add time stamps or captions to this video! See the description for details.
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Benedikt Rudolph: Should I stay or should I go? Optimal exercise decisions... | PyData Berlin 2019
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