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Simultaneous upper and lower bounds of American option prices with hedging via neural networks - MaRDI portal

Simultaneous upper and lower bounds of American option prices with hedging via neural networks

From MaRDI portal
Publication:6427492

arXiv2302.12439MaRDI QIDQ6427492

Jia Hao Wu, Nicolas Langrené, Ivan Guo

Publication date: 23 February 2023











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