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"Convergence of the Backward Deep BSDE Method with Applications to Optimal ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Chengfan Gao et al. (2023)

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DOI: 10.1137/22M1539952

access: closed

type: Journal Article

metadata version: 2024-01-13

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Chengfan Gao, Siping Gao, Ruimeng Hu, Zimu Zhu:
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems. SIAM J. Financial Math. 14(4): 1290-1303 (2023)

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