Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations

Yuri F. Saporito, Zhaoyu Zhang. Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations. SIAM J. Financial Math., 12(3):912-940, 2021. [doi]

Abstract

Abstract is missing.