Solving American option optimal control problems in financial markets using a novel neural network.
| Autor: | Teng, Jiao1 (AUTHOR) jtengmath@163.com, Chan, Kit Yan2 (AUTHOR) Kit.Chan@curtin.edu.au, Yiu, Ka Fai Cedric1 (AUTHOR) cedric.yiu@polyu.edu.hk |
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| Zdroj: | Journal of Industrial & Management Optimization. Dec2024, Vol. 20 Issue 12, p1-24. 24p. |
| Databáze: | Business Source Ultimate |
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