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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
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12
Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
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2021
-
Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
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13
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
Revised in March 2021, and February 2022
Persistent link: https://www.econbiz.de/10013335011
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14
Portfolio optimization with choice of a probability measure
Saito, Taiga
;
Takahashi, Akihiko
-
2020
-
Revised in December 2021 and March 2022
Persistent link: https://www.econbiz.de/10013336334
Saved in:
15
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10013336341
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16
Deep asymptotic expansion with weak approximation
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Yamada, Toshihiro
-
2021
-
Revised in August 2021
Persistent link: https://www.econbiz.de/10013336343
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17
Equilibrium multi-agent model with heterogeneous views on fundamental risks
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2021
-
Revised in August, September and December 2021
Persistent link: https://www.econbiz.de/10013336416
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18
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10013339050
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19
Deep Asymptotic Expansion : Application to Financial Mathematics
Iguchi, Yuga
;
Naito, Riu
;
Takahashi, Akihiko
;
Yamada, …
-
2021
-
Revised in February 2022
Persistent link: https://www.econbiz.de/10013339086
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20
Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10013339097
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