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Verena Köck

According to our database1, Verena Köck authored at least 5 papers between 2020 and 2025.

Collaborative distances:
  • Dijkstra number2 of seven.
  • Erdős number3 of six.

Timeline

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Links

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Bibliography

2025
Convergence Analysis of the Deep Splitting Scheme: The Case of Partial Integro-Differential Equations and the Associated Forward Backward SDEs with Jumps.
[BibTeX]
[DOI]
Rüdiger Frey
,
Verena Köck
SIAM J. Sci. Comput., 2025

2022
Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps.
[BibTeX]
[DOI]
Rüdiger Frey
,
Verena Köck
CoRR, 2022

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance.
[BibTeX]
[DOI]
Rüdiger Frey
,
Verena Köck
Comput., 2022

2021
Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics.
[BibTeX]
[DOI]
Rüdiger Frey
,
Verena Köck
CoRR, 2021

2020
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk.
[BibTeX]
[DOI]
Claudia Ceci
,
Katia Colaneri
,
Rüdiger Frey
,
Verena Köck
SIAM J. Financial Math., 2020


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