Cite
HARVARD Citation
Liang, J. et al. (2021). Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing. Quantitative finance. 21 (8), pp. 1309-1323. [Online].
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Liang, J. et al. (2021). Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing. Quantitative finance. 21 (8), pp. 1309-1323. [Online].