Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs

Nacira Agram, Ihsan Arharas, Giulia Pucci, Jan Rems. Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs. SIAM J. Financial Math., 17(3):841-876, 2026. [doi]

Abstract

Abstract is missing.