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Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:  Wang, Yayun;  Liu, Shengda
收藏  |  浏览/下载:30/0  |  提交时间:2023/12/21
Regime-switching Levy model  Complex Fourier series method  European-style Asian option payoffs  GMDB  
Hierarchical Reinforcement Learning With Automatic Sub-Goal Identification 期刊论文
IEEE/CAA Journal of Automatica Sinica, 2021, 卷号: 8, 期号: 10, 页码: 1686-1696
作者:  Chenghao Liu;  Fei Zhu;  Quan Liu;  Yuchen Fu
Adobe PDF(5095Kb)  |  收藏  |  浏览/下载:133/48  |  提交时间:2021/09/03
Hierarchical control  hierarchical reinforcement learning  option  sparse reward  sub-goal