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Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Antunes, Felipe J. P., Saporito, Yuri F., Jaimungal, Sebastian
Format:	Preprint
Publié:	2025
Sujets:	Machine Learning Computational Finance Mathematical Finance 49N80, 68T07, 65C30 G.1.6; G.3; I.2.6
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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