Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826)
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scientific article; zbMATH DE number 7784069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems |
scientific article; zbMATH DE number 7784069 |
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Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (English)
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5 January 2024
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optimal stopping problem
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backward deep BSDE method
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decoupled FBSDE
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Bermudan option
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