A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options

23 February 2011

Papers citing "A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options"

2 / 2 papers shown

Title
Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations Lorenc Kapllani Long Teng 74 13 0 03 Oct 2020
Solving high-dimensional optimal stopping problems using deep learning S. Becker Patrick Cheridito Arnulf Jentzen Timo Welti 86 83 0 05 Aug 2019