"Solving high-dimensional optimal stopping problems using deep learning."

Sebastian Becker et al. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-08-09

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1908-01602
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1908-01602
Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Timo Welti:
Solving high-dimensional optimal stopping problems using deep learning. CoRR abs/1908.01602 (2019)

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