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Cited by
All
Since 2019
Citations
16
16
h-index
1
1
i10-index
1
1
0
6
3
2020
2021
2022
2023
2024
1
1
5
5
4
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Balint Negyesi
Delft University of Technology
Verified email at tudelft.nl -
Homepage
BSDE
stochastic control
machine learning
numerical analysis
computational finance
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Year
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions
B Negyesi, K Andersson, CW Oosterlee
IMA Journal of Numerical Analysis, drad092
, 2024
15
2024
Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control
B Negyesi, Z Huang, CW Oosterlee
arXiv preprint arXiv:2403.18552
, 2024
1
2024
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
Z Huang, B Negyesi, CW Oosterlee
arXiv preprint arXiv:2401.17472
, 2024
2024
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