most citedDeep learning and American options via free boundary framework

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

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q-fin.CP2022★ 1 cited

Deep learning and American options via free boundary framework

Chinonso Nwankwo, Nneka Umeorah, Tony Ware +1

We propose a deep learning method for solving the American options model with a free boundary feature. To extract the free boundary known as the early exercise boundary from our pr…