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"Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve ..."

Yuri F. Saporito, Zhaoyu Zhang (2021)

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DOI: 10.1137/20M1329597

access: closed

type: Journal Article

metadata version: 2023-08-28

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  - https://dblp.org/rec/journals/siamfm/SaporitoZ21
Yuri F. Saporito, Zhaoyu Zhang:
Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations. SIAM J. Financial Math. 12(3): 912-940 (2021)

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