Deep signature FBSDE algorithm (Q6164091)
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scientific article; zbMATH DE number 7719448
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Deep signature FBSDE algorithm |
scientific article; zbMATH DE number 7719448 |
Statements
Deep signature FBSDE algorithm (English)
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26 July 2023
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forward-backward stochastic differential equations
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signature
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recurrent neural network
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option pricing
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0.7803890705108643
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0.7614471912384033
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0.7573962807655334
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0.7488865852355957
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0.7453532814979553
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