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K

Kristoffer Andersson

mathematics

3H指数
12论文数
34被引数
收录论文 5
发表时间
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The Deep Multi-FBSDE Method: A Robust Deep Learning Method for Coupled FBSDEsDeep Multi-FBSDE方法：一种用于耦合FBSDEs的鲁棒深度学习方法
errJournal of Scientific Computing
IF3.3
err2026-02-09
err0
errOAAI
errKristoffer Andersson; Adam Andersson; Cornelis W. Oosterlee
err分享
err收藏
A Deep Solver for BSDEs with Jumps带有跳跃的BSDEs的深度求解器
errSIAM JOURNAL ON FINANCIAL MATHEMATICS
IF0
err2025-09-30
err0
PREAI
errAndersson, Kristoffer; Gnoatto, Alessandro; Patacca, Marco; Picarelli, Athena
err分享
err收藏
CONVERGENCE OF A ROBUST DEEP FBSDE METHOD FOR STOCHASTIC CONTROL
errSIAM JOURNAL ON SCIENTIFIC COMPUTING
IF2.6
err2023-02-23
err4
errOAAI
errAndersson, Kristoffer; Andersson, Adam; Oosterlee, C. W.
err分享
err收藏
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-11-01
err12
errOAAI
errAndersson, Kristoffer; Oosterlee, Cornelis W.
err分享
err收藏
Deep learning for CVA computations of large portfolios of financial derivatives
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2021-11-01
err7
errOAAI
errAndersson, Kristoffer; Oosterlee, Cornelis W.
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
C
Cornelis W. Oosterlee
H 指数: 39 · 论文数: 407
A
Alessandro Gnoatto
H 指数: 10 · 论文数: 72
A
Adam Andersson
H 指数: 9 · 论文数: 43
M
Marco Patacca
H 指数: 9 · 论文数: 26
A
Athena Picarelli
H 指数: 8 · 论文数: 50
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