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"Deep Signature Algorithm for Path-Dependent American option pricing."

Erhan Bayraktar, Qi Feng, Zhaoyu Zhang (2022)

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DOI: 10.48550/ARXIV.2211.11691

access: open

type: Informal or Other Publication

metadata version: 2022-11-24

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  - journals/corr/abs-2211-11691
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  - https://dblp.org/rec/journals/corr/abs-2211-11691
Erhan Bayraktar, Qi Feng, Zhaoyu Zhang:
Deep Signature Algorithm for Path-Dependent American option pricing. CoRR abs/2211.11691 (2022)

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