Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks
Crossref DOI link: https://doi.org/10.1007/s11009-022-09946-1
Published Online: 2022-03-15
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Germain, Maximilien http://orcid.org/0000-0003-3231-2087
Mikael, Joseph
Warin, Xavier
Text and Data Mining valid from 2022-03-15
Version of Record valid from 2022-03-15
Article History
Received: 23 November 2020
Revised: 9 December 2021
Accepted: 20 February 2022
First Online: 15 March 2022