Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253): Difference between revisions

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+A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension
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+Deep optimal stopping
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+Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates
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+Primal and Dual Pricing of Multiple Exercise Options in Continuous Time
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+Improved lower and upper bound algorithms for pricing American options by simulation
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+Pure exploration in finitely-armed and continuous-armed bandits
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+Q5396654
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+BART: Bayesian additive regression trees
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+Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
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+Sequential Design for Optimal Stopping Problems
@@ Property / cites work: Sequential Design for Optimal Stopping Problems / rank @@
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+Dynamic Trees for Learning and Design
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+Deep learning seismic substructure detection using the frozen Gaussian approximation
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+Sequential Design for Ranking Response Surfaces
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+The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks
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+Variance reduction techniques for pricing American options using function approximations
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+A Review on Regression-based Monte Carlo Methods for Pricing American Options
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+Valuation of Storage at a Liquefied Natural Gas Terminal
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+Refining the least squares Monte Carlo method by imposing structure
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+Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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+A mean-field optimal control formulation of deep learning
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