Learning exercise policies for American options
- Yuxi Li, Department of Computing Science, University of Alberta
- Dale Schuurmans, AICML
Citation
Y. Li, D. Schuurmans. "Learning exercise policies for American options". International Symposium on Financial Engineering, February 2008.| Keywords: | |
| Category: | In Workshop |
BibTeX
@misc{Li+Schuurmans:FERM08,
author = {Yuxi Li and Dale Schuurmans},
title = {Learning exercise policies for American options},
booktitle = {International Symposium on Financial Engineering},
year = 2008,
}Last Updated: September 20, 2009Submitted by Dale Schuurmans
