Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984): Difference between revisions
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| Property / DOI: 10.1007/S10690-019-09271-7 / rank | |||
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Latest revision as of 00:45, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs |
scientific article |
Statements
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (English)
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11 October 2019
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deep learning
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BSDEs
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asymptotic expansion
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deep BSDE solver
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FVA
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American option
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high dimensional BSDEs
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different lending
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borrowing rates
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