Verena Köck

According to our database, Verena Köck authored at least 4 papers between 2020 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2022

Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps.

Rüdiger Frey, Verena Köck

CoRR, 2022

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance.

Rüdiger Frey, Verena Köck

Comput., 2022

2021

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics.

Rüdiger Frey, Verena Köck

CoRR, 2021

2020

Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk.

Claudia Ceci, Katia Colaneri, Rüdiger Frey, Verena Köck

SIAM J. Financial Math., 2020