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20182026
most citedDeep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations

10 citations · 22 across the 6 of their papers we have counts for

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q-fin.CP2026

On the Pricing of American Options under Stochastic Local Volatility and Stochastic Correlation via the RBSDE Framework

Long Teng

In this work, we study the pricing of American options under stochastic local volatility (SLV) models extended by including stochastic correlation driven by an additional stochasti…