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Convergence of a Deep BSDE solver with jumps

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Gnoatto, Alessandro, Oberpriller, Katharina, Picarelli, Athena
Format:	Preprint
Publié:	2025
Sujets:	Probability Numerical Analysis Optimization and Control Computational Finance Pricing of Securities 60H35, 65C30, 65N75
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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