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