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Deep Learning-Based BSDE Solver for Libor Market Model with Application to Bermudan Swaption Pricing and Hedging. (arXiv:1807.06622v1 [q-fin.CP]) http://arxiv.org/abs/1807.06622
Deep Learning-Based BSDE Solver for Libor Market Model with Application to Bermudan Swaption Pricing and Hedging. (arXiv:1807.06622v1 [q-fin.CP]) http://arxiv.org/abs/1807.06622