Error Propagation in Dynamic Programming: From Stochastic Control to Option Pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Della Vecchia, Andrea, Filipović, Damir
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Computational Finance Pricing of Securities Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.20239