Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs (SciPhy RL for DOCTR-L)
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- Eleonora Bennati & Marco Rosa-Clot & Stefano Taddei, 1999. "A Path Integral Approach To Derivative Security Pricing I: Formalism And Analytical Results," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 2(04), pages 381-407.
- Marco Rosa-Clot & Stefano Taddei, 1999. "A Path Integral Approach to Derivative Security Pricing: I. Formalism and Analytical Results," Papers cond-mat/9901277, arXiv.org.
- Marco Rosa-Clot & Stefano Taddei, 1999. "A Path Integral Approach to Derivative Security Pricing: II. Numerical Methods," Papers cond-mat/9901279, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2021-04-12 (Big Data)
- NEP-CMP-2021-04-12 (Computational Economics)
- NEP-ORE-2021-04-12 (Operations Research)
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