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One of the most fundamental questions in quantitative finance is the existence of continuous-time diffusion models that fit market prices of a given set of options.
Asynchronous methods for deep reinforcement learning
Mnih, V., Badia, A. P., Mirza, M., Graves, A., Harley, T., Lillicrap, T. P., Silver, D., and Kavukcuoglu, K. (2016) · 1937
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Valuing american options by simulation: A simple least-squares approach
Longstaff, F. A. and Schwartz, E. S. (2001) · 2001
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Learning to Optimize: A Primer and A Benchmark
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Recent Advances in Reinforcement Learning in Finance
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