1. Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing. Issue 8 (3rd August 2021) Authors: Liang, Jian; Xu, Zhe; Li, Peter Journal: Quantitative finance Issue: Volume 21:Issue 8(2021) Page Start: 1309 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Quant GANs: deep generation of financial time series. Issue 9 (1st September 2020) Authors: Wiese, Magnus; Knobloch, Robert; Korn, Ralf; Kretschmer, Peter Journal: Quantitative finance Issue: Volume 20:Issue 9(2020) Page Start: 1419 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗