Pages that link to "Item:Q2108626"
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The following pages link to A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626):
Displaying 5 items.
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
- Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)
- Efficient pricing and hedging of high-dimensional American options using deep recurrent networks (Q6158427) (← links)
