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

Fuente: arXiv

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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
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