Search Results for author: Batuhan Güler

Found 2 papers, 1 papers with code

Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations

no code implementations25 Oct 2019 Batuhan Güler, Alexis Laignelet, Panos Parpas

Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs).

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