Treffer: Boolean Programming for Optimal Stopping in American Option Pricing with Reinforcement Learning
Title:
Boolean Programming for Optimal Stopping in American Option Pricing with Reinforcement Learning
Authors:
Source:
2023 IEEE International Conference on Technology Management, Operations and Decisions (ICTMOD) Technology Management, Operations and Decisions (ICTMOD), 2023 IEEE International Conference on. :1-6 Nov, 2023
Relation:
2023 IEEE International Conference on Technology Management, Operations and Decisions (ICTMOD)
Database:
IEEE Xplore Digital Library