Policy gradient learning methods for stochastic control with exit time and applications to share repurchase pricing
Year of publication: |
2022
|
---|---|
Authors: | Hamdouche, Mohamed ; Henry-Labordere, Pierre ; Pham, Huyên |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 29.2022, 6, p. 439-456
|
Subject: | exit time | Policy gradient | reinforcement learning | share repurchase pricing | Theorie | Theory | Aktienrückkauf | Share repurchase | Lernprozess | Learning process |
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