Code for "Primal and dual optimal stopping with signatures"
From MaRDI portal
Software:6483006
Zenodo13611549MaRDI QIDQ6483006
Software published at Zenodo repository
John G. M. Schoenmakers, Luca Pelizzari, Christian Bayer
Publication date: 30 August 2024
Copyright license: Creative Commons Attribution 4.0 International
Community: MATH+
Internal Project ID: AA4-2
This page was built for software: Code for "Primal and dual optimal stopping with signatures"