A deep learning method for pricing high-dimensional American-style options via state-space partition (Q6543764)
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scientific article; zbMATH DE number 7853481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deep learning method for pricing high-dimensional American-style options via state-space partition |
scientific article; zbMATH DE number 7853481 |
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A deep learning method for pricing high-dimensional American-style options via state-space partition (English)
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25 May 2024
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deep learning
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high-dimensional American-style option
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optimal stopping
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stochastic dynamic programming
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