The following pages link to Côme Huré (Q2671219):
Displaying 5 items.
- Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220) (← links)
- Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
- A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis (Q5151934) (← links)
