A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations

Author:

Putri Endah R.M.ORCID,Shahab Muhammad L.,Iqbal Mohammad,Mukhlash Imam,Hakam Amirul,Mardianto LutfiORCID,Susanto Hadi

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation

Reference36 articles.

1. Solving high-dimensional partial differential equations using deep learning;Han;Proc. Natl. Acad. Sci.,2018

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4. A BSDE approach for bond pricing under interest rate models with self-exciting jumps;Sun;Commun. Stat., Theory Methods,2021

5. Backward stochastic differential equations approach to hedging, option pricing, and insurance problems;Cordoni;Int. J. Stoch. Anal.,2014

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