Yung Hsin Lee

Using Logistic Regression of Machine Learning Method to Evaluate American Options

Yung Hsin Lee · Asian Journal of Economics, Business and Accounting · 2021

Aims: The main purpose of this study is to understand whether Logistic regression has certain benefits in the evaluation of American options. As far as the Monte Carlo method is concerned, the least square method is traditionally used to evaluate American options, but in fact, Lo...