Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing
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Published in | SSRN Electronic Journal |
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Format | Journal Article |
Language | English |
Online Access | Get full text |
ISSN | 1556-5068 |
DOI | 10.2139/ssrn.4358537 |
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ISSN: | 1556-5068 |
---|---|
DOI: | 10.2139/ssrn.4358537 |