Accelerated share repurchase and other buyback programs : what neural networks can bring
Olivier Guéant, Iuliia Manziuk and Jiang Pu
| Year of publication: |
2020
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|---|---|
| Authors: | Guéant, Olivier ; Manziuk, Iuliia ; Pu, Jiang |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 8, p. 1389-1404
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| Subject: | ASR contracts | Deep learning | Optimal stopping | Recurrent neural networks | Reinforcement learning | Stochastic optimal control | Neuronale Netze | Neural networks | Lernprozess | Learning process | Aktienrückkauf | Share repurchase | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1729397 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262692