| 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 | 19 | 2021 |
| 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 | 15 | 2024 |
| 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 | 12 | 2023 |
| Deep learning for CVA computations of large portfolios of financial derivatives K Andersson, CW Oosterlee Applied Mathematics and Computation 409, 126399, 2021 | 9 | 2021 |
| D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options K Andersson, CW Oosterlee arXiv preprint arXiv:2308.10556, 2023 | 2 | 2023 |
| Approximate stochastic control based on deep learning and forward backward stochastic differential equations K Andersson | 2 | 2019 |
| Neural networks for stochastic control and decision making in mathematical finance KH Andersson Utrecht University, 2023 | | 2023 |
Cornelis W. OosterleeUtrecht University, Mathematical Institute在 uu.nl 的电子邮件经过验证
