Simultaneous upper and lower bounds of American option prices with hedging via neural networks

24 February 2023

Papers citing "Simultaneous upper and lower bounds of American option prices with hedging via neural networks"

1 / 1 papers shown

Title
Optimal Stopping via Randomized Neural Networks Calypso Herrera Florian Krack P. Ruyssen Josef Teichmann 46 37 0 28 Apr 2021