Deep neural network expressivity for optimal stopping problems

19 October 2022

Papers citing "Deep neural network expressivity for optimal stopping problems"

3 / 3 papers shown

Title
Simultaneous upper and lower bounds of American option prices with hedging via neural networks Ivan Guo Nicolas Langrené Jiahao Wu 17 0 0 24 Feb 2023
Deep Signature Algorithm for Multi-dimensional Path-Dependent Options Erhan Bayraktar Qiaochu Feng Zhao-qin Zhang 17 2 0 21 Nov 2022
Optimal Stopping via Randomized Neural Networks Calypso Herrera Florian Krack P. Ruyssen Josef Teichmann 43 37 0 28 Apr 2021