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Balint Negyesi

Orcid: 0000-0001-7481-0370

According to our database1, Balint Negyesi authored at least 4 papers between 2021 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Links

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Bibliography

2025
A numerical Fourier cosine expansion method with higher order Taylor schemes for fully coupled FBSDEs.
[BibTeX]
[DOI]
Balint Negyesi
,
Cornelis W. Oosterlee
CoRR, January, 2025

Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle.
[BibTeX]
[DOI]
Zhipeng Huang
,
Balint Negyesi
,
Cornelis W. Oosterlee
Math. Comput. Simul., 2025

2024
Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control.
[BibTeX]
[DOI]
Balint Negyesi
,
Zhipeng Huang
,
Cornelis W. Oosterlee
CoRR, 2024

2021
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions.
[BibTeX]
[DOI]
Balint Negyesi
,
Kristoffer Andersson
,
Cornelis W. Oosterlee
CoRR, 2021


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