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A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Kapllani, Lorenc, Teng, Long
Format:	Preprint
Publié:	2024
Sujets:	Numerical Analysis Machine Learning Computational Finance 65C30, 68T07, 60H07, 91G20
Accès en ligne:	Acceder al recurso
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