Learning to Optimally Stop Diffusion Processes, with Financial Applications
- Min Dai ,
Corresponding Author
Min Dai
[email protected]https://orcid.org/0000-0002-8270-9413
Department of Applied Mathematics at the Faculty of Computer and Mathematical Sciences and School of Accounting and Finance at the Faculty of Business, The Hong Kong Polytechnic University, Hong Kong, China
- Yu Sun ,
Corresponding Author
Yu Sun
[email protected]https://orcid.org/0000-0001-9061-3713
Peking University HSBC Business School, Shenzhen 518055, China
- Zuo Quan Xu ,
Zuo Quan Xu
[email protected]https://orcid.org/0000-0001-6824-1634
Department of Applied Mathematics, Faculty of Computer and Mathematical Sciences, The Hong Kong Polytechnic University, Hong Kong, China
- Xun Yu Zhou
Xun Yu Zhou
[email protected]https://orcid.org/0000-0001-9908-5697
Department of Industrial Engineering and Operations Research and The Data Science Institute, Columbia University, New York, New York 10027
Corresponding Author
Min Dai
[email protected]https://orcid.org/0000-0002-8270-9413
Department of Applied Mathematics at the Faculty of Computer and Mathematical Sciences and School of Accounting and Finance at the Faculty of Business, The Hong Kong Polytechnic University, Hong Kong, China
Corresponding Author
Yu Sun
[email protected]https://orcid.org/0000-0001-9061-3713
Peking University HSBC Business School, Shenzhen 518055, China
Zuo Quan Xu
[email protected]https://orcid.org/0000-0001-6824-1634
Department of Applied Mathematics, Faculty of Computer and Mathematical Sciences, The Hong Kong Polytechnic University, Hong Kong, China
Xun Yu Zhou
[email protected]https://orcid.org/0000-0001-9908-5697
Department of Industrial Engineering and Operations Research and The Data Science Institute, Columbia University, New York, New York 10027
Supplemental Material
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