A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626)
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scientific article; zbMATH DE number 7634534
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new deep neural network algorithm for multiple stopping with applications in options pricing |
scientific article; zbMATH DE number 7634534 |
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A new deep neural network algorithm for multiple stopping with applications in options pricing (English)
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20 December 2022
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multiple optimal stopping
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deep learning
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Monte Carlo
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swing options
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0.8585121035575867
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0.8583049774169922
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0.8465051054954529
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0.8266844153404236
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