The following pages link to Deep optimal stopping (Q5381128):
Displaying 50 items.
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
- Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- The universal approximation property. Characterization, construction, representation, and existence (Q2043428) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626) (← links)
- Machine learning with kernels for portfolio valuation and risk management (Q2120539) (← links)
- Deep solution operators for variational inequalities via proximal neural networks (Q2146915) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Functional inequalities for forward and backward diffusions (Q2201508) (← links)
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations (Q2216499) (← links)
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) (Q2232323) (← links)
- Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
- Neural network regression for Bermudan option pricing (Q2239248) (← links)
- A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (Q2243318) (← links)
- Deep learning for CVA computations of large portfolios of financial derivatives (Q2244169) (← links)
- Space-time error estimates for deep neural network approximations for differential equations (Q2683168) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (Q5021407) (← links)
- Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (Q5037569) (← links)
- (Q5043153) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- A reinforcement learning approach to optimal execution (Q5079392) (← links)
- American Options in the Volterra Heston Model (Q5080128) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- Accelerated share repurchase and other buyback programs: what neural networks can bring (Q5139239) (← links)
- Quant GANs: deep generation of financial time series (Q5139243) (← links)
- Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
- Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations (Q5162373) (← links)
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
- Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496) (← links)
- Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924) (← links)
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
- Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
