"Solving the optimal stopping problem with reinforcement learning: an ..."

Leonardo Kanashiro Felizardo, Elia Yathie Matsumoto, Emilio Del-Moral-Hernandez (2022)

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DOI: 10.48550/ARXIV.2208.00765

access: open

type: Informal or Other Publication

metadata version: 2022-08-10

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  - journals/corr/abs-2208-00765
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  - https://dblp.org/rec/journals/corr/abs-2208-00765
Leonardo Kanashiro Felizardo, Elia Yathie Matsumoto, Emilio Del-Moral-Hernandez:
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise. CoRR abs/2208.00765 (2022)

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