Neural optimal stopping boundary
Andres Max Reppen, Halil Mete Soner, Valentin Tissot-Daguette
| Year of publication: |
2025
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|---|---|
| Authors: | Reppen, Andres Max ; Soner, Halil Mete ; Tissot-Daguette, Valentin |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 35.2025, 2, p. 441-469
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| Subject: | American derivatives | Bermudan options | deep learning | fuzzy boundary | optimal stopping | stopping boundary problems | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory | Fuzzy-Set-Theorie | Fuzzy sets | Optionsgeschäft | Option trading | Derivat | Derivative | Neuronale Netze | Neural networks |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015359121