"Is Reinforcement Learning Good at American Option Valuation?"

Peyman Kor, Reidar B. Bratvold, Aojie Hong (2024)

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DOI: 10.3390/A17090400

access: open

type: Journal Article

metadata version: 2024-11-06

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Peyman Kor, Reidar B. Bratvold, Aojie Hong:
Is Reinforcement Learning Good at American Option Valuation? Algorithms 17(9): 400 (2024)

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