Study of Pricing of High-Dimensional Financial Derivatives Based on Deep Learning
Many problems in the fields of finance and actuarial science can be transformed into the problem of solving backward stochastic differential equations (BSDE) and partial differential equations (PDEs) with jumps, which are often difficult to solve in high-dimensional cases. To solve this problem, thi...
| Autors principals: | , |
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| Format: | Article |
| Idioma: | English |
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MDPI AG
2023-06-01
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| Col·lecció: | Mathematics |
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| Accés en línia: | https://www.mdpi.com/2227-7390/11/12/2658 |