The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Andersson, Kristoffer, Andersson, Adam, Oosterlee, Cornelis W.
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Optimization and Control Computational Finance 60H35, 68T07, 35K58, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.13193