A deep learning scheme for solving fully nonlinear partial differential equation
Maxim Bichuch and Ke Chen
| Year of publication: |
2024
|
|---|---|
| Authors: | Bichuch, Maxim ; Chen, Ke |
| Published in: |
Peter Carr Gedenkschrift : research advances in mathematical finance. - New Jersey : World Scientific, ISBN 978-981-12-8029-0. - 2024, p. 101-140
|
| Subject: | Deep learning | Machine learning | Partial differential equation | Convergence | Optimal investment | Transaction costs | Künstliche Intelligenz | Artificial intelligence | Analysis | Mathematical analysis | Transaktionskosten | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Lernprozess | Learning process | Lernen | Learning |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015446913