Deep signature FBSDE algorithm (Q6164091): Difference between revisions
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Latest revision as of 19:02, 30 December 2024
scientific article; zbMATH DE number 7719448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep signature FBSDE algorithm |
scientific article; zbMATH DE number 7719448 |
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Deep signature FBSDE algorithm (English)
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26 July 2023
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forward-backward stochastic differential equations
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signature
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recurrent neural network
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option pricing
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