Deep optimal stopping

被引：0
|
作者：
Becker, Sebastian [1 ]
Cheridito, Patrick [2 ]
Jentzen, Arnulf [3 ]
机构：
[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
来源：
Journal of Machine Learning Research | 2019年 / 20卷
关键词：
49;
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