Long Teng

According to our database, Long Teng authored at least 10 papers between 2013 and 2023.

Collaborative distances:

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

2023

Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations.

Lorenc Kapllani, Long Teng, Matthias Rottmann

CoRR, 2023

2022

Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations.

Long Teng

Appl. Math. Comput., 2022

2021

High-order Combined Multi-step Scheme for Solving Forward Backward Stochastic Differential Equations.

Long Teng, Weidong Zhao

J. Sci. Comput., 2021

2020

Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations.

Lorenc Kapllani, Long Teng

CoRR, 2020

2019

Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation.

Long Teng, A. Clevenhaus

J. Comput. Sci., 2019

Multistep schemes for solving backward stochastic differential equations on GPU.

Lorenc Kapllani, Long Teng

CoRR, 2019

A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs.

Lorenc Kapllani, Long Teng, Matthias Ehrhardt

Proceedings of the Advances in High Performance Computing, 2019

2016

A versatile approach for stochastic correlation using hyperbolic functions.

Long Teng, Cathrin van Emmerich, Matthias Ehrhardt, Michael Günther

Int. J. Comput. Math., 2016

2015

The pricing of Quanto options under dynamic correlation.

Long Teng, Matthias Ehrhardt, Michael Günther

J. Comput. Appl. Math., 2015

2013

Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model.

Long Teng, Matthias Ehrhardt, Michael Günther

Int. J. Comput. Math., 2013