Deep optimal stopping

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作者
Becker, Sebastian [1 ]
Cheridito, Patrick [2 ]
Jentzen, Arnulf [3 ]
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[1] Zenai AG, Zurich,8045, Switzerland
[2] RiskLab, Department of Mathematics, ETH Zurich, Zurich,8092, Switzerland
[3] SAM, Department of Mathematics, ETH Zurich, Zurich,8092, Switzerland
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