Learning exercise policies for American options
- Yuxi Li, Department of Computing Science, University of Alberta
- Csaba Szepesvari, Department of Computing Science; PI of AICML
- Dale Schuurmans, AICML
Citation
Y. Li, C. Szepesvari, D. Schuurmans. "Learning exercise policies for American options". Artificial Intelligence and Statistics, April 2009.| Keywords: | learning, machine learning |
| Category: | In Conference |
BibTeX
@incollection{Li+al:AISTATS09,
author = {Yuxi Li and Csaba Szepesvari and Dale Schuurmans},
title = {Learning exercise policies for American options},
booktitle = {Artificial Intelligence and Statistics},
year = 2009,
}Last Updated: October 14, 2009Submitted by Justin Fagnan
