Yan, D., Zhang, N., & Guo, J. (2025). A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs.
Chicago Style (17th ed.) CitationYan, Dong, Nanyi Zhang, and Junyi Guo. A Deep Learning-driven Iterative Scheme for High-dimensional HJB Equations in Portfolio Selection with Exogenous and Endogenous Costs. 2025.
MLA (9th ed.) CitationYan, Dong, et al. A Deep Learning-driven Iterative Scheme for High-dimensional HJB Equations in Portfolio Selection with Exogenous and Endogenous Costs. 2025.
Warning: These citations may not always be 100% accurate.