Is Reinforcement Learning Good at American Option Valuation?
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| Title: | Is Reinforcement Learning Good at American Option Valuation? |
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| Authors: | Kor, Peyman1 (AUTHOR) peyman.kor@uis.no, Bratvold, Reidar B.1 (AUTHOR) reidar.bratvold@uis.no, Hong, Aojie2 (AUTHOR) aojiehong@hotmail.com |
| Source: | Algorithms. Sep2024, Vol. 17 Issue 9, p400. 23p. |
| Database: | Academic Search Ultimate |
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| ISSN: | 19994893 |
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| DOI: | 10.3390/a17090400 |