Neural optimal stopping boundary

Andres Max Reppen, Halil Mete Soner, Valentin Tissot-Daguette

Year of publication:	2025
Authors:	Reppen, Andres Max ; Soner, Halil Mete ; Tissot-Daguette, Valentin
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

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