Kapllani, Lorenc

1. A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
   2024/04/12 by Lorenc Kapllani, Kapllani, Lorenc, Long Teng +1 · 3 citations
   Physics and Astronomy · #60H07 #65C30 #68T07 #91G20 #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Model Reduction and Neural Networks #Numerical Analysis (math.NA)