---
title: American-style Contingent Claims Pricing
url: https://www.ml-quant.com/papers/ssrn/4937659/
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: SSRN 4937659
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4937659
featured: 2024-08-28
citations: unknown
topic: ML & AI Methods
---


# American-style Contingent Claims Pricing

The study uses indifference pricing and dynamic convex risk measures to determine the pricing of American style contingent claims, using solutions of Backward Stochastic Differential Equations and deep learning.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4937659
- Identifier: SSRN 4937659
- Released: 2024-08-26
- First featured: Quant Letter No. 63 (2024-08-28): https://www.ml-quant.com/issues/2024-08-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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