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"The One Step Malliavin scheme: new discretization of BSDEs implemented ..."

Balint Negyesi, Kristoffer Andersson, Cornelis W. Oosterlee (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-10-21

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2110-05421
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2110-05421
Balint Negyesi, Kristoffer Andersson, Cornelis W. Oosterlee:
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions. CoRR abs/2110.05421 (2021)

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