{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,18]],"date-time":"2026-01-18T05:13:44Z","timestamp":1768713224562,"version":"3.49.0"},"reference-count":61,"publisher":"Informa UK Limited","issue":"4","funder":[{"DOI":"10.13039\/501100003725","name":"National Research Foundation of Korea","doi-asserted-by":"publisher","award":["NRF-2022R1F1A1063371"],"award-info":[{"award-number":["NRF-2022R1F1A1063371"]}],"id":[{"id":"10.13039\/501100003725","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100014188","name":"Ministry of Science and ICT","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100014188","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100014188","name":"MSIT","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100014188","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["International Journal of Computer Mathematics"],"published-print":{"date-parts":[[2025,4,3]]},"DOI":"10.1080\/00207160.2024.2442585","type":"journal-article","created":{"date-parts":[[2024,12,17]],"date-time":"2024-12-17T10:26:38Z","timestamp":1734431198000},"page":"595-622","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":2,"title":["Deep learning of optimal exercise boundaries for American options"],"prefix":"10.1080","volume":"102","author":[{"given":"Hyun-Gyoon","family":"Kim","sequence":"first","affiliation":[{"name":"Ajou University","place":["Suwon, Korea"]}]},{"given":"Jeonggyu","family":"Huh","sequence":"additional","affiliation":[{"name":"Sungkyunkwan University","place":["Suwon, Korea"]}]}],"member":"301","published-online":{"date-parts":[[2024,12,17]]},"reference":[{"key":"e_1_3_3_2_1","doi-asserted-by":"publisher","DOI":"10.1145\/210089.210111"},{"key":"e_1_3_3_3_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1994.tb00059.x"},{"key":"e_1_3_3_4_1","doi-asserted-by":"publisher","DOI":"10.3934\/QFE.2023011"},{"key":"e_1_3_3_5_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2016.312"},{"key":"e_1_3_3_6_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1995.tb00103.x"},{"key":"e_1_3_3_7_1","doi-asserted-by":"publisher","DOI":"10.2307\/2331347"},{"key":"e_1_3_3_8_1","first-page":"74","article-title":"Deep optimal stopping","volume":"20","author":"Becker S.","year":"2019","unstructured":"S. Becker, P. Cheridito, and A. Jentzen, Deep optimal stopping, J. Mach. Learn. Res. 20 (2019), p. 74.","journal-title":"J. Mach. Learn. Res."},{"key":"e_1_3_3_9_1","doi-asserted-by":"publisher","DOI":"10.3390\/jrfm13070158"},{"key":"e_1_3_3_10_1","doi-asserted-by":"crossref","unstructured":"Y. Bengio J. Louradour R. Collobert and J. Weston Curriculum learning in Proceedings of the 26th Annual International Conference on Machine Learning ACM Press Montreal Canada 2009 pp. 41\u201348.","DOI":"10.1145\/1553374.1553380"},{"key":"e_1_3_3_11_1","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"key":"e_1_3_3_12_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2005.126"},{"key":"e_1_3_3_13_1","first-page":"7","article-title":"Option valuation using a three-jump process","volume":"3","author":"Boyle P.P.","year":"1986","unstructured":"P.P. Boyle, Option valuation using a three-jump process, Int. Options J. 3 (1986), pp. 7\u201312.","journal-title":"Int. Options J."},{"key":"e_1_3_3_14_1","doi-asserted-by":"publisher","DOI":"10.2307\/2326779"},{"key":"e_1_3_3_15_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(97)00029-8"},{"key":"e_1_3_3_16_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2004.117"},{"key":"e_1_3_3_17_1","doi-asserted-by":"publisher","DOI":"10.3905\/jod.1997.407983"},{"key":"e_1_3_3_18_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2019.367"},{"key":"e_1_3_3_19_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.1999.043"},{"key":"e_1_3_3_20_1","doi-asserted-by":"publisher","DOI":"10.1093\/jjfinec\/nbp010"},{"key":"e_1_3_3_21_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1992.tb00040.x"},{"key":"e_1_3_3_22_1","doi-asserted-by":"publisher","DOI":"10.1086\/338705"},{"key":"e_1_3_3_23_1","doi-asserted-by":"publisher","DOI":"10.1002\/fut.20389"},{"key":"e_1_3_3_24_1","doi-asserted-by":"publisher","DOI":"10.1080\/13504860802221672"},{"key":"e_1_3_3_25_1","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.1996.015"},{"key":"e_1_3_3_26_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(79)90015-1"},{"key":"e_1_3_3_27_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11147-019-09157-w"},{"key":"e_1_3_3_28_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.1998.020"},{"key":"e_1_3_3_29_1","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.48.7.917.2815"},{"key":"e_1_3_3_30_1","doi-asserted-by":"publisher","DOI":"10.2307\/2330906"},{"key":"e_1_3_3_31_1","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.02008"},{"key":"e_1_3_3_32_1","unstructured":"D. Faguet and P. Carr Fast accurate valuation of American options. Available at SSRN 5415 1994."},{"key":"e_1_3_3_33_1","doi-asserted-by":"publisher","DOI":"10.1137\/080718061"},{"key":"e_1_3_3_34_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00211-009-0252-4"},{"key":"e_1_3_3_35_1","doi-asserted-by":"publisher","DOI":"10.1137\/S1064827500382324"},{"key":"e_1_3_3_36_1","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00109"},{"key":"e_1_3_3_37_1","unstructured":"P. Hagan Managing smile risk. Wilmott Magazine 2002."},{"key":"e_1_3_3_38_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"key":"e_1_3_3_39_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.neucom.2021.04.112"},{"key":"e_1_3_3_40_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1991.tb00007.x"},{"key":"e_1_3_3_41_1","doi-asserted-by":"publisher","DOI":"10.1142\/5855"},{"key":"e_1_3_3_42_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/3.4.547"},{"key":"e_1_3_3_43_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2012.696780"},{"key":"e_1_3_3_44_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2022.109049"},{"key":"e_1_3_3_45_1","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.48.8.1086.166"},{"key":"e_1_3_3_46_1","first-page":"26548","article-title":"Characterizing possible failure modes in physics-informed neural networks","volume":"34","author":"Krishnapriyan A.","year":"2021","unstructured":"A. Krishnapriyan, A. Gholami, S. Zhe, R. Kirby, and M.W. Mahoney, Characterizing possible failure modes in physics-informed neural networks, Adv. Neural. Inf. Process. Syst. 34 (2021), pp. 26548\u201326560.","journal-title":"Adv. Neural. Inf. Process. Syst."},{"key":"e_1_3_3_47_1","doi-asserted-by":"publisher","DOI":"10.1080\/1350486X.2022.2097099"},{"key":"e_1_3_3_48_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/14.1.113"},{"key":"e_1_3_3_49_1","doi-asserted-by":"publisher","DOI":"10.2307\/3003143"},{"key":"e_1_3_3_50_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(76)90022-2"},{"key":"e_1_3_3_51_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2023.2167666"},{"key":"e_1_3_3_52_1","unstructured":"A.M. Reppen H.M. Soner and V. Tissot-Daguette Neural optimal stopping boundary. arXiv preprint arXiv:2205.04595 2022."},{"key":"e_1_3_3_53_1","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.02010"},{"key":"e_1_3_3_54_1","doi-asserted-by":"publisher","DOI":"10.1137\/120862053"},{"key":"e_1_3_3_55_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(77)90037-X"},{"key":"e_1_3_3_56_1","volume-title":"Tools for Computational Finance","author":"Seydel R.","year":"2006","unstructured":"R. Seydel, Tools for Computational Finance, Vol. 3, Springer, Heidelberg, 2006."},{"key":"e_1_3_3_57_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-4296-1"},{"key":"e_1_3_3_58_1","doi-asserted-by":"publisher","DOI":"10.1002\/fut.3990130509"},{"key":"e_1_3_3_59_1","unstructured":"J.A. Tilley.\u00a0Valuing American options in a path simulation model in Transactions of the Society of Actuaries Citeseer Schaumburg IL 1993."},{"key":"e_1_3_3_60_1","doi-asserted-by":"publisher","DOI":"10.1080\/00207160.2017.1290438"},{"key":"e_1_3_3_61_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2007.169"},{"key":"e_1_3_3_62_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0377-0427(98)00037-5"}],"container-title":["International Journal of Computer Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/00207160.2024.2442585","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,3,26]],"date-time":"2025-03-26T09:57:52Z","timestamp":1742983072000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00207160.2024.2442585"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,12,17]]},"references-count":61,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2025,4,3]]}},"alternative-id":["10.1080\/00207160.2024.2442585"],"URL":"https:\/\/doi.org\/10.1080\/00207160.2024.2442585","relation":{},"ISSN":["0020-7160","1029-0265"],"issn-type":[{"value":"0020-7160","type":"print"},{"value":"1029-0265","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,12,17]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=gcom20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=gcom20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2024-07-27","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-11-18","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-12-07","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-12-17","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}