Primal and dual optimal stopping with signatures

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bayer, Christian, Pelizzari, Luca, Schoenmakers, John
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Probability 60L10, 60L20, 91G20, 91G60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2312.03444