Optimal stopping via randomized neural networks

Article Properties
  • DOI (url)
    10.3934/fmf.2023022
  • Publication Date
    2024/01/01
  • Journal
    Frontiers of Mathematical Finance
  • Indian UGC (journal)
  • Citations
    1
  • Calypso Herrera
  • Florian Krach Department of Mathematics, ETH Zürich, Rämistrasse 101, 8092 Zürich, Switzerland
  • Pierre Ruyssen Google Brain, Google Zurich, Brandschenkestrasse 110, 8002 Zürich, Switzerland
  • Josef Teichmann Department of Mathematics, ETH Zürich, Rämistrasse 101, 8092 Zürich, Switzerland
Cite
Herrera, Calypso, et al. “Optimal Stopping via Randomized Neural Networks”. Frontiers of Mathematical Finance, vol. 3, no. 1, 2024, pp. 31-77, https://doi.org/10.3934/fmf.2023022.
Herrera, C., Krach, F., Ruyssen, P., & Teichmann, J. (2024). Optimal stopping via randomized neural networks. Frontiers of Mathematical Finance, 3(1), 31-77. https://doi.org/10.3934/fmf.2023022
Herrera, Calypso, Florian Krach, Pierre Ruyssen, and Josef Teichmann. “Optimal Stopping via Randomized Neural Networks”. Frontiers of Mathematical Finance 3, no. 1 (2024): 31-77. https://doi.org/10.3934/fmf.2023022.
Herrera C, Krach F, Ruyssen P, Teichmann J. Optimal stopping via randomized neural networks. Frontiers of Mathematical Finance. 2024;3(1):31-77.
Citations
Title Journal Journal Categories Citations Publication Date
Deep Signature Algorithm for Multidimensional Path-Dependent Options SIAM Journal on Financial Mathematics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Citations Analysis
Category Category Repetition
Social Sciences: Finance1
Social Sciences: Statistics1
Science: Mathematics1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Commerce: Business1
The category Social Sciences: Finance 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Deep Signature Algorithm for Multidimensional Path-Dependent Options and was published in 2024. The most recent citation comes from a 2024 study titled Deep Signature Algorithm for Multidimensional Path-Dependent Options. This article reached its peak citation in 2024, with 1 citations. It has been cited in 1 different journals. Among related journals, the SIAM Journal on Financial Mathematics cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year