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A Practical Guide to G-LSM: Improving High-Dimensional Option Pricing with Minimal Overhead
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Solving high-dimensional option pricing: G-LSM leverages Hermite polynomials and gradients to achieve a 10x accuracy boost over LSM.
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Solving high-dimensional option pricing: G-LSM leverages Hermite polynomials and gradients to achieve a 10x accuracy boost over LSM.
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