Forward-backward stochastic neural networks : deep learning of high-dimensional partial differential equations

Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coefficients

Takahashi, Akihiko, (2021)

Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing

Liang, Jian, (2021)

Robust pricing and hedging via neural stochastic differential equations

Gierjatowicz, Patrick, (2022)