A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

L Kapllani, L Teng - arXiv preprint arXiv:2404.08456, 2024 - arxiv.org
In this work, we propose a novel backward differential deep learning-based algorithm for
solving high-dimensional nonlinear backward stochastic differential equations (BSDEs) …
Save Cite Cited by 1 Related articles View as HTML

A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

L Kapllani, L Teng - 2024 - ideas.repec.org
In this work, we propose a novel backward differential deep learning-based algorithm for
solving high-dimensional nonlinear backward stochastic differential equations (BSDEs) …
Cite

A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

L Kapllani, L Teng - 2024 - econpapers.repec.org
In this work, we propose a novel backward differential deep learning-based algorithm for
solving high-dimensional nonlinear backward stochastic differential equations (BSDEs) …
Cite

A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

L Kapllani, L Teng - arXiv e-prints, 2024 - ui.adsabs.harvard.edu
In this work, we propose a novel backward differential deep learning-based algorithm for
solving high-dimensional nonlinear backward stochastic differential equations (BSDEs) …
Cite