2 papers
q-fin.CP2026
Deep Learning for Reflected BSDEs: Regularization and Error Analysis
Ruimeng Hu, Yihan Zou
Reflected backward stochastic differential equations (RBSDEs) provide a probabilistic formulation for obstacle constrained problems, but existing deep learning methods for their hi…
q-fin.MF2025
Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty
Ankush Agarwal, Christian Ewald, Yihan Zou
We determine forest lease value and optimal harvesting strategies under model parameter uncertainty within stochastic bio-economic models that account for catastrophe risk. Catastr…