Aldi Eka Wahyu Widianto, Endah Rokhmati Merdika Putri, Imam Mukhlash, Mohammad Iqbal. European High-Dimensional Option Pricing using Backward Stochastic Differential Equation-Based Convolutional Neural Network. In Proceedings of the 2023 6th International Conference on Mathematics and Statistics, ICoMS 2023, Leipzig, Germany, July 14-16, 2023. pages 120-125, ACM, 2023. [doi]
Abstract is missing.