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A deep solver for BSDEs with jumps

Fuente: arXiv

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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
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