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"A new deep neural network algorithm for multiple stopping with ..."

Yuecai Han, Nan Li (2023)

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DOI: 10.1016/J.CNSNS.2022.106881

access: closed

type: Journal Article

metadata version: 2022-12-25

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Yuecai Han, Nan Li:
A new deep neural network algorithm for multiple stopping with applications in options pricing. Commun. Nonlinear Sci. Numer. Simul. 117: 106881 (2023)

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