---
title: Bermudan Commodity Options Pricing with Neural Networks
url: https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-16-y-2023-i-3-p-192-d-1094945/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:192-:d:1094945
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F16%2F3%2F192%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A16%3Ay%3A2023%3Ai%3A3%3Ap%3A192-%3Ad%3A1094945
featured: 2023-05-24
citations: unknown
topic: Derivatives & Volatility
---


# Bermudan Commodity Options Pricing with Neural Networks

Multi-layered neural networks used for option pricing in commodity markets with high accuracy.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F16%2F3%2F192%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A16%3Ay%3A2023%3Ai%3A3%3Ap%3A192-%3Ad%3A1094945
- Identifier: RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:192-:d:1094945
- Released: 2023-05-24
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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