A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626): Difference between revisions

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+Valuation of Commodity-Based Swing Options
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+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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+A pure martingale dual for multiple stopping
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+Optimal multiple stopping time problem
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+Forest of stochastic meshes: a new method for valuing high-dimensional swing options
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS
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+Deep optimal stopping
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+Q4626283
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+Probability
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