Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs |
scientific article |
Statements
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (English)
0 references
11 October 2019
0 references
deep learning
0 references
BSDEs
0 references
asymptotic expansion
0 references
deep BSDE solver
0 references
FVA
0 references
American option
0 references
high dimensional BSDEs
0 references
different lending
0 references
borrowing rates
0 references
0 references
0 references
0 references
