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

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kapllani, Lorenc, Teng, Long
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Computational Finance Machine Learning 65C30, 68T07, 60H07, 91G20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2408.05620