This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...

This is a preview. Log in through your library . Abstract A parameter estimation algorithm is developed that can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., ...

Differential variational inequalities (DVIs) have emerged as a powerful framework for modelling dynamic systems subject to inequality constraints. By unifying aspects of differential equations, ...