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20182022
most citedDeep Generators on Commodity Markets; application to Deep Hedging

1 citations · 1 across the 3 of their papers we have counts for

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q-fin.CP2020

Deep combinatorial optimisation for optimal stopping time problems : application to swing options pricing

Thomas Deschatre, Joseph Mikael

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The met…