A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs. - Lorenc Kapllani; Long Teng 002; Matthias Ehrhardt 001 (HPC, 2019)

Multistep schemes for solving backward stochastic differential equations on GPU. - Lorenc Kapllani; Long Teng 002 (CoRR, 2019)

Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations. - Lorenc Kapllani; Long Teng 002 (CoRR, 2020)

Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations. - Lorenc Kapllani; Long Teng 002; Matthias Rottmann (CoRR, 2023)

A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. - Lorenc Kapllani; Long Teng 002 (CoRR, 2024)

A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. - Lorenc Kapllani; Long Teng 002 (CoRR, 2024)