Sun, H., & Bao, F. (2024). Solving high dimensional FBSDE with deep signature techniques with application to nonlinear options pricing.
Chicago Style (17th ed.) CitationSun, Hui, and Feng Bao. Solving High Dimensional FBSDE with Deep Signature Techniques with Application to Nonlinear Options Pricing. 2024.
MLA (9th ed.) CitationSun, Hui, and Feng Bao. Solving High Dimensional FBSDE with Deep Signature Techniques with Application to Nonlinear Options Pricing. 2024.
Warning: These citations may not always be 100% accurate.