Deep Learning and American Options via Free Boundary Framework
Crossref DOI link: https://doi.org/10.1007/s10614-023-10459-3
Published Online: 2023-09-20
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nwankwo, Chinonso http://orcid.org/0000-0001-5526-1337
Umeorah, Nneka
Ware, Tony
Dai, Weizhong
Funding for this research was provided by:
NSERC discovery grant
PIMS grant
Text and Data Mining valid from 2023-09-20
Version of Record valid from 2023-09-20
Article History
Accepted: 11 August 2023
First Online: 20 September 2023
Declarations
:
: The authors declare that they have no conflict of interest.