Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826): Difference between revisions

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Latest revision as of 10:18, 22 August 2024

scientific article; zbMATH DE number 7784069
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English
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems
scientific article; zbMATH DE number 7784069

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    Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (English)
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    5 January 2024
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    optimal stopping problem
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    backward deep BSDE method
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    decoupled FBSDE
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    Bermudan option
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