Code for "Primal and dual optimal stopping with signatures" (Q4655)
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Software published at Zenodo repository.
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Code for "Primal and dual optimal stopping with signatures" |
Software published at Zenodo repository. |
Statements
This repository contains the code accompanying the paper 'Primal and dual optimal stopping with signatures'. It includes two notebooks with step-by-step explanations of the code's usage, enabling the reproduction of the numerical experiments presented in the paper.
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30 August 2024
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