Convergence of a Deep BSDE solver with jumps

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gnoatto, Alessandro, Oberpriller, Katharina, Picarelli, Athena
Format:	Preprint
Published:	2025
Subjects:	Probability Numerical Analysis Optimization and Control Computational Finance Pricing of Securities 60H35, 65C30, 65N75
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.09727