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20202026
most citedD-TIPO: Deep time-inconsistent portfolio optimization with stocks and options

2 citations · 6 across the 7 of their papers we have counts for

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math.NA2025

The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs

Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee

We introduce the deep multi-FBSDE method for robust approximation of coupled forward-backward stochastic differential equations (FBSDEs), focusing on cases where the deep BSDE meth…