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backward stochastic differential equations
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deep neural networks
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semilinear elliptic partial differential
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unbounded random terminal time
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A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
Kremsner, Stefan
;
Steinicke, Alexander
;
Szölgyenyi, …
- In:
Risks
8
(
2020
)
4
,
pp. 1-18
partial differential equations to backward stochastic differential equations with unbounded
random
terminal
time
. In …
Persistent link: https://www.econbiz.de/10013200669
Saved in:
2
A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
Kremsner, Stefan
;
Steinicke, Alexander
;
Szölgyenyi, …
- In:
Risks : open access journal
8
(
2020
)
4/136
,
pp. 1-18
partial differential equations to backward stochastic differential equations with unbounded
random
terminal
time
. In …
Persistent link: https://www.econbiz.de/10012391761
Saved in:
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