A deep primal-dual BSDE method for optimal stopping problems

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yang, Jiefei, Li, Guanglian
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.06937