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Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids - MaRDI portal

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

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Publication:6516380

arXiv2401.03245MaRDI QIDQ6516380

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Has companion code repository: https://github.com/zakariabensaid/deepfbsdejsolvers








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