The Effect of the Number of Neural Networks on Deep Learning Schemes for Solving High Dimensional Nonlinear Backward Stochastic Differential Equations
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Publication:6094996
DOI10.1007/978-3-031-11818-0_10OpenAlexW4312334790MaRDI QIDQ6094996
Publication date: 15 September 2023
Published in: Mathematics in Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-031-11818-0_10
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- Backward Stochastic Differential Equations in Finance
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs
- A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations
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