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2211.11691
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Deep Signature Algorithm for Multi-dimensional Path-Dependent Options
21 November 2022
Erhan Bayraktar
Qiaochu Feng
Zhao-qin Zhang
Re-assign community
ArXiv
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Papers citing
"Deep Signature Algorithm for Multi-dimensional Path-Dependent Options"
1 / 1 papers shown
Title
Optimal Stopping via Randomized Neural Networks
Calypso Herrera
Florian Krack
P. Ruyssen
Josef Teichmann
46
37
0
28 Apr 2021
1
