Code for "Primal and dual optimal stopping with signatures" (Q6483006): Difference between revisions
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| Property / DOI: 10.5281/zenodo.13611549 / rank | |||
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| Property / DOI: 10.5281/ZENODO.13611549 / rank | |||
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Latest revision as of 22:57, 11 June 2025
Software published at Zenodo repository.
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Code for "Primal and dual optimal stopping with signatures" |
Software published at Zenodo repository. |
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30 August 2024
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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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