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DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ye, Junyan, Wong, Hoi Ying
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Machine Learning Numerical Analysis Probability
Online Access:	Acceder al recurso
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