A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets.
| Autor: | Bayraktar, Erhan, Cohen, Asaf, Nellis, April |
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| Zdroj: | SIAM Journal on Financial Mathematics; 2023, Vol. 14 Issue 4, p1028-1061, 34p |
| Databáze: | Complementary Index |
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