Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing
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Publication:6047091
DOI10.1080/1350486X.2023.2239850zbMath1522.91276arXiv2302.07320MaRDI QIDQ6047091
Huyên Pham, Unnamed Author, Pierre Henry-Labordère
Publication date: 9 October 2023
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2302.07320
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