Deep Learning Algorithms for FBSDEs with Jumps: Applications to Option Pricing and a MFG Model for Smart Grids

Methodology And Computing In Applied Probability 2026 Open access

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Authors: Clémence Alasseur, Zakaria Bensaid, Roxana Dumitrescu, Xavier Warin
DOI: 10.1007/s11009-025-10221-2
Cited by: 0
References: 89

Fields of Study & Subjects

Stochastic processes and financial applications Climate Change Policy and Economics Energy Environment and Transportation Policies

Publication details

Journal / source
Methodology And Computing In Applied Probability
Publisher
Springer Science and Business Media LLC
Volume
28
Issue
3
Publication date
1 September 2026
Language
EN