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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, 2009
Submitted by Dale Schuurmans

Copyright © 2002-2008

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