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1 Ergebnisse
1
Boolean Programming for Optimal Stopping in American Option..:
, In:
2023 IEEE International Conference on Technology Management, Operations and Decisions (ICTMOD)
,
Kyung, Minsun
;
Cho, Sung-Woo
- p. 1-6 , 2023
Link:
https://doi.org/10.1109/ICTMOD59086.2023.10438131
RT T1 <cTitle>2023 IEEE International Conference on Technology Management, Operations and Decisions (ICTMOD)</cTitle>: T1 <Title>Boolean Programming for Optimal Stopping in American Option Pricing with Reinforcement Learning</Title> UL https://suche.suub.uni-bremen.de/peid=ieee-10438131&Exemplar=1&LAN=DE A1 Kyung, Minsun A1 Cho, Sung-Woo YR 2023 SN 2159-5119 K1 Technology management K1 Q-learning K1 Monte Carlo methods K1 Pricing K1 Programming K1 Python K1 Matlab K1 American Option Pricing K1 Stopping Problem K1 Reinforcement Learning K1 Boolean Programming K1 Function Approximation SP 1 OP 6 LK http://dx.doi.org/https://doi.org/10.1109/ICTMOD59086.2023.10438131 DO https://doi.org/10.1109/ICTMOD59086.2023.10438131 SF ELIB - SuUB Bremen
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