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Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning

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Affiliation of Author(s):中泰证券金融研究院

Journal:《IEEE INTELLIGENT SYSTEMS》

First Author:彭滢

Document Code:5C2CE411CB374A4BB8F37522A2DC92BE

Issue:volume 35, No.3

Number of Words:5000

Translation or Not:no

Date of Publication:2020-06-30

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