Publicaties

• 2025

  Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle

  Zhipeng Huang / Balint Negyesi / Cornelis W. Oosterlee

• 2024

  The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions

  Bálint Négyesi / Kristoffer Andersson / Cornelis W. Oosterlee

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