Deep learning for ranking response surfaces with applications to optimal stopping problems
Ruimeng Hu
| Year of publication: |
2020
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|---|---|
| Authors: | Hu, Ruimeng |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 9, p. 1567-1581
|
| Subject: | Bermudan option | Deep learning | Optimal stopping | Response surfaces ranking | UNet | Suchtheorie | Search theory | Ranking-Verfahren | Ranking method | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1741669 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295624