Kristoffer Andersson

According to our database, Kristoffer Andersson authored at least 4 papers between 2021 and 2023.

Collaborative distances:

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

2023

Convergence of a Robust Deep FBSDE Method for Stochastic Control.

Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee

SIAM J. Sci. Comput., February, 2023

2021

The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions.

Balint Negyesi, Kristoffer Andersson, Cornelis W. Oosterlee

CoRR, 2021

Deep learning for CVA computations of large portfolios of financial derivatives.

Kristoffer Andersson, Cornelis W. Oosterlee

Appl. Math. Comput., 2021

A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options.

Kristoffer Andersson, Cornelis W. Oosterlee

Appl. Math. Comput., 2021