Zakaria Bensaid
- Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids
2024/01/06 by Clémence Alasseur, Alasseur, Clémence, Zakaria Bensaid +5 · 3 citations
Economics, Econometrics and Finance · Energy · #Climate Change Policy and Economics #Energy, Environment, and Transportation Policies #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications