A new deep neural network algorithm for multiple stopping with applications in options pricing
type: Item
instance of: scholarly article
title: A new deep neural network algorithm for multiple stopping with applications in options pricing
zbMATH Open document ID: 1505.91381
author: Yanyan Li
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2022-12-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 68T07
zbMATH DE Number: 7634534
zbMATH Keywords: multiple optimal stopping
zbMATH Keywords: deep learning
zbMATH Keywords: Monte Carlo
zbMATH Keywords: swing options
describes a project that uses: Adam
MaRDI profile type: Publication
full work available at URL: j.cnsns.2022.106881
OpenAlex ID: W4295136292
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DOI: 10.1016/J.CNSNS.2022.106881
description: scientific article; zbMATH DE number 7634534