ResearchBenchmarksAmerican option pricing on fractional Brownian motion 25 Hurst exponents, 500 samples (test)Follow0.52MSEK^2_S0.43081.03291.6352.2371Sep 8, 2021Evaluation ResultsMethodMethodLinksMSEK^2_SKernel=K^2_SKernel=K^2_S2021.090.52K^1_SKernel=K^1_SKernel=K^1_S2021.090.9RBFKernel=RBFKernel=RBF2021.091.07MatérnKernel=MatérnKernel=Matérn2021.092.75