Apply deep reinforcement learning with quantum computing on the pricing of American options
Junzheng Yang
| Year of publication: |
2024
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| Authors: | Yang, Junzheng |
| Published in: |
Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022. - New Jersey : World Scientific, ISBN 978-981-12-6749-9. - 2024, p. 675-694
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| Subject: | American options | Optimal stopping time | Exercise boundary | Reinforcement learning | Q-learning | Artificial neural network | Quantum computing | Qubit | Quantum gate | Variational quantum circuit | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks | Lernprozess | Learning process | Optionsgeschäft | Option trading | Suchtheorie | Search theory | Künstliche Intelligenz | Artificial intelligence | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811267505_0050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534615