Deep learning for ranking response surfaces with applications to optimal stopping problems
From MaRDI portal
Publication:5139253
DOI10.1080/14697688.2020.1741669zbMath1454.91291arXiv1901.03478OpenAlexW3020277283MaRDI QIDQ5139253
Publication date: 7 December 2020
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.03478
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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