Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kapllani, Lorenc, Teng, Long
Format:	Preprint
Published:	2020
Subjects:	Numerical Analysis Machine Learning Computational Finance 68T20 I.2.6
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2010.01319