* ZENAI-Mitarbeiter / Forschungszusammenarbeit
Pricing and hedging American-style options with deep learning
Sebastian Becker*, Patrick Cheridito*, Arnulf Jentzen*
Read more
Uniform error estimates for artificial neural network approximations for heat equations
Lukas Gonon, Philipp Grohs, Arnulf Jentzen*, David Kofler*, David Šiška
Read more
Solving high-dimensional optimal stopping problems using deep learning
Sebastian Becker*, Patrick Cheridito*, Arnulf Jentzen*, Timo Welti
Read more
Deep splitting method for parabolic PDEs
Christian Beck, Sebastian Becker*, Patrick Cheridito*, Arnulf Jentzen*, Ariel Neufeld
Read more
Solving stochastic differential equations and Kolmogorov equations by means of deep learning
Christian Beck, Sebastian Becker*, Philipp Grohs, Nor Jaafari*, Arnulf Jentzen*
Read more
Deep optimal stopping
Sebastian Becker*, Patrick Cheridito*, Arnulf Jentzen*
Journal of Machine Learning Research 20(74), 2019, p. 1–25
Read more