Folgen
Kristoffer Andersson
Kristoffer Andersson
University of Verona, The Department of Economics
Bestätigte E-Mail-Adresse bei univr.it
Titel
Zitiert von
Zitiert von
Jahr
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options
K Andersson, CW Oosterlee
Applied Mathematics and Computation 408, 126332, 2021
192021
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions
B Negyesi, K Andersson, CW Oosterlee
IMA Journal of Numerical Analysis, drad092, 2024
152024
Convergence of a robust deep FBSDE method for stochastic control
K Andersson, A Andersson, CW Oosterlee
SIAM Journal on Scientific Computing 45 (1), A226-A255, 2023
122023
Deep learning for CVA computations of large portfolios of financial derivatives
K Andersson, CW Oosterlee
Applied Mathematics and Computation 409, 126399, 2021
92021
D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options
K Andersson, CW Oosterlee
arXiv preprint arXiv:2308.10556, 2023
22023
Approximate stochastic control based on deep learning and forward backward stochastic differential equations
K Andersson
22019
Neural networks for stochastic control and decision making in mathematical finance
KH Andersson
Utrecht University, 2023
2023
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–7