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Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alasseur, Clémence, Bensaid, Zakaria, Dumitrescu, Roxana, Warin, Xavier
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Optimization and Control Probability
Online Access:	Acceder al recurso
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