most citedRemoving non-smoothness in solving Black-Scholes equation using a perturbation method

8 citations · 8 across the 2 of their papers we have counts for

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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…