A deep learning method for pricing high-dimensional American-style options via state-space partition (Q6543764)
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scientific article; zbMATH DE number 7853481
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A deep learning method for pricing high-dimensional American-style options via state-space partition |
scientific article; zbMATH DE number 7853481 |
Statements
A deep learning method for pricing high-dimensional American-style options via state-space partition (English)
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25 May 2024
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deep learning
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high-dimensional American-style option
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optimal stopping
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stochastic dynamic programming
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0.8778892159461975
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0.8294671177864075
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0.8277952075004578
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0.8228877782821655
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0.8064824342727661
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