Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing
Year of publication: |
2023
|
---|---|
Authors: | Hamdouche, Mohamed ; Henry-Labordere, Pierre ; Pham, Huyên |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Aktienrückkauf | Share repurchase | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 14, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4358537 [DOI] |
Classification: | C45 - Neural Networks and Related Topics |
Source: | ECONIS - Online Catalogue of the ZBW |
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