Code for "Primal and dual optimal stopping with signatures"
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Software:6483006
Zenodo13611549MaRDI QIDQ6483006FDOQ6483006
Software published at Zenodo repository.
John G. M. Schoenmakers, Luca Pelizzari, Christian Bayer
Publication date: 30 August 2024
Copyright license: Creative Commons Attribution 4.0 International
Community: MATH+
Internal Project ID: AA4-2
This repository contains the code accompanying the paper 'Primal and dual optimal stopping with signatures'. It includes two notebooks with step-by-step explanations of the code's usage, enabling the reproduction of the numerical experiments presented in the paper.
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