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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Andersson, Kristoffer, Andersson, Adam, Oosterlee, Cornelis W.
Format:	Preprint
Publié:	2025
Sujets:	Numerical Analysis Optimization and Control Computational Finance 60H35, 68T07, 35K58, 93E20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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