Balint Negyesi

According to our database, Balint Negyesi authored at least 3 papers between 2021 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control.

Balint Negyesi, Zhipeng Huang, Cornelis W. Oosterlee

CoRR, 2024

Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle.

Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee

CoRR, 2024

2021

The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions.

Balint Negyesi, Kristoffer Andersson, Cornelis W. Oosterlee

CoRR, 2021