References

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• 2018Deep optimal stopping138 cited
• 2019On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations134 cited
• 2020Convergence of the deep BSDE method for coupled FBSDEs134 cited
• 2020On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients128 cited
• 2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High Dimensional BSDEs91 cited
• 2021Solving high-dimensional optimal stopping problems using deep learning88 cited
• 2017Deep Primal-Dual Algorithm for BSDEs: Applications of Machine Learning to CVA and IM74 cited
• 2021Multilevel Picard iterations for solving smooth semilinear parabolic heat equations69 cited
• 2020Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems69 cited
• 2020Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions63 cited
• 2024Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations52 cited
• 2020Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks