Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids (Q6516380)

From MaRDI portal





scientific article from arXiv
Language Label Description Also known as
English
Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids
scientific article from arXiv

    Statements

    Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids (English)
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references