Deep branching solution of financial partial differential equations

Deep branching solution of financial partial differential equations

This paper compares the performance of the deep branching method against two other popular deep learning methods, deep BSDE and deep Galerkin, for solving partial differential equations (PDEs) in finance. The methods were tested on different financial models including Bachelier, Black-Scholes on Eur...

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書目詳細資料
主要作者:	Wang, Yiran
其他作者:	Nicolas Privault
格式:	Final Year Project
語言:	English
出版:	Nanyang Technological University 2023
主題:	Engineering::Mathematics and analysis
在線閱讀:	https://hdl.handle.net/10356/166540
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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