B. (Bálint) Négyesi
B. (Bálint) Négyesi
Publications
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2024
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions
Bálint Négyesi / Kristoffer Andersson / Cornelis W. Oosterlee
Ancillary activities
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2022-10-02 - 2024-10-02