Deep optimal stopping (Q5381128): Difference between revisions
From MaRDI portal
Changed label, description and/or aliases in en, and other parts |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1804.05394 / rank | |||
Normal rank | |||
Revision as of 01:40, 20 April 2024
scientific article; zbMATH DE number 7064054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep optimal stopping |
scientific article; zbMATH DE number 7064054 |
Statements
7 June 2019
0 references
optimal stopping
0 references
deep learning
0 references
Bermudan option
0 references
callable multi barrier reverse convertible
0 references
fractional Brownian motion
0 references
math.NA
0 references
cs.NA
0 references
math.PR
0 references
