Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366): Difference between revisions
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Revision as of 10:54, 30 July 2024
scientific article; zbMATH DE number 7807487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations |
scientific article; zbMATH DE number 7807487 |
Statements
Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (English)
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20 February 2024
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backward stochastic differential equations
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high-dimensional problems
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deep neural network
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recurrent neural network
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automatic differentiation
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additive discretization
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nonlinear option pricing
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