A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options. - Kristoffer Andersson 003; Cornelis W. Oosterlee (Appl. Math. Comput., 2021)

Deep learning for CVA computations of large portfolios of financial derivatives. - Kristoffer Andersson 003; Cornelis W. Oosterlee (Appl. Math. Comput., 2021)

The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions. - Balint Negyesi; Kristoffer Andersson 003; Cornelis W. Oosterlee (CoRR, 2021)

Convergence of a Robust Deep FBSDE Method for Stochastic Control. - Kristoffer Andersson 003; Adam Andersson; Cornelis W. Oosterlee (SIAM J. Sci. Comput., 2023)