A deep solver for BSDEs with jumps

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Andersson, Kristoffer, Gnoatto, Alessandro, Patacca, Marco, Picarelli, Athena
Format:	Preprint
Published:	2022
Subjects:	Probability Numerical Analysis Optimization and Control Computational Finance Pricing of Securities 93E20, 65M75, 68T07, 60H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2211.04349