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"Convergence of the Backward Deep BSDE Method with Applications to Optimal ..."
Chengfan Gao et al. (2022)
- Chengfan Gao, Siping Gao, Ruimeng Hu, Zimu Zhu:
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems. CoRR abs/2210.04118 (2022)
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