Junchao Chen
Ph.D. Université Sorbonne Paris Cité 2022
Dissertation:
Probabilistic numerical approximation schemes in finance: deep learning methods for high-dimensional BSDEs and unbiased Monte Carlo algorithms for stochastic volatility models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Noufel Frikha
Advisor 2: Jean-François Chassagneux
No students known.
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