Pages that link to "Item:Q5014169"
From MaRDI portal
The following pages link to Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169):
Displaying 10 items.
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Approximations with deep neural networks in Sobolev time-space (Q5075578) (← links)
- Robust deep hedging (Q5092659) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations (Q6645961) (← links)
