Solving high-dimensional optimal stopping problems using deep learning (Q5014845)
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scientific article; zbMATH DE number 7441301
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Solving high-dimensional optimal stopping problems using deep learning |
scientific article; zbMATH DE number 7441301 |
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Solving high-dimensional optimal stopping problems using deep learning (English)
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8 December 2021
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American option
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Bermudan option
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financial derivative
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derivative pricing
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option pricing
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optimal stopping
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curse of dimensionality
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deep learning
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0.8931621313095093
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0.8585121035575867
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0.814994215965271
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0.7892968654632568
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