"Generalized convergence of the deep BSDE method: a step towards ..."

Balint Negyesi, Zhipeng Huang, Cornelis W. Oosterlee (2024)

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DOI: 10.48550/ARXIV.2403.18552

access: open

type: Informal or Other Publication

metadata version: 2024-04-10

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  - journals/corr/abs-2403-18552
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  - https://dblp.org/rec/journals/corr/abs-2403-18552
Balint Negyesi, Zhipeng Huang, Cornelis W. Oosterlee:
Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control. CoRR abs/2403.18552 (2024)

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