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"Solving the optimal stopping problem with reinforcement learning: an ..."

Leonardo Kanashiro Felizardo, Elia Yathie Matsumoto, Emilio Del-Moral-Hernandez (2022)

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DOI: 10.1109/IJCNN55064.2022.9892333

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-18

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  dblp key:
  - conf/ijcnn/FelizardoMD22
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Leonardo Kanashiro Felizardo, Elia Yathie Matsumoto, Emilio Del-Moral-Hernandez:
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise. IJCNN 2022: 1-8

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