The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions. - Balint Negyesi; Kristoffer Andersson 003; Cornelis W. Oosterlee (CoRR, 2021)

Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control. - Balint Negyesi; Zhipeng Huang 020; Cornelis W. Oosterlee (CoRR, 2024)

Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. - Zhipeng Huang 020; Balint Negyesi; Cornelis W. Oosterlee (Math. Comput. Simul., 2025)

A numerical Fourier cosine expansion method with higher order Taylor schemes for fully coupled FBSDEs. - Balint Negyesi; Cornelis W. Oosterlee (CoRR, 2025)