Deep optimal stopping (Q5381128)
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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
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optimal stopping
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deep learning
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Bermudan option
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callable multi barrier reverse convertible
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fractional Brownian motion
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math.NA
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cs.NA
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math.PR
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