8 citations · 8 across the 2 of their papers we have counts for
2 papers
math.AP2023
A Deep-Genetic Algorithm (Deep-GA) Approach for High-Dimensional Nonlinear Parabolic Partial Differential Equations
Endah Rokhmati Merdika Putri, Muhammad Luthfi Shahab, Mohammad Iqbal +4
We propose a new method, called a deep-genetic algorithm (deep-GA), to accelerate the performance of the so-called deep-BSDE method, which is a deep learning algorithm to solve hig…
q-fin.MF2021★ 8 cited
Removing non-smoothness in solving Black-Scholes equation using a perturbation method
Endah R. M. Putri, Lutfi Mardianto, Amirul Hakam +2
Black-Scholes equation as one of the most celebrated mathematical models has an explicit analytical solution known as the Black-Scholes formula. Later variations of the equation, s…