"Deep Neural Network Framework Based on Backward Stochastic Differential ..."

Yangang Chen, Justin W. L. Wan (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-09-27

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1909-11532
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1909-11532
Yangang Chen, Justin W. L. Wan:
Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions. CoRR abs/1909.11532 (2019)

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