We develop an algorithm for solving a large class of nonlinear high-dimensional continuous-time models in finance. We approximate value and policy functions using deep learning and show that a combination of automatic differentiation and Ito's lemma allows for the computation of exact...

This study endeavors to unravel the structured and sequential intricacies underlying the empirical da-ta-generating process (DGP) and the captivating evolutionary dynamism of Islamic fixed income securi-ties. To achieve this goal, we delve into the realm of nonlinear dynamics governing the Dow...