Radoslav Hristov

Goethe University Frankfurt

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

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Scholarly Papers (1)

1.

Optimal Stopping with Adapted Neural Networks

Number of pages: 8 Posted: 12 Dec 2019 Last Revised: 13 Dec 2019
Georgi Dimitroff and Radoslav Hristov
Independent and Goethe University Frankfurt
Downloads 43 (504,217)

Abstract:

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optimal stopping, optimal exercise, american options, deep neural networks, convolutional networks, attention networks