Long Teng
Orcid: 0000-0002-1540-621XAffiliations:
- University of Wuppertal, Germany
According to our database1,
Long Teng
authored at least 12 papers
between 2013 and 2024.
Collaborative distances:
Collaborative distances:
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on orcid.org
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Bibliography
2024
A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations.
CoRR, 2024
A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations.
CoRR, 2024
2023
Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations.
CoRR, 2023
2022
Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations.
Appl. Math. Comput., 2022
2021
High-order Combined Multi-step Scheme for Solving Forward Backward Stochastic Differential Equations.
J. Sci. Comput., 2021
2020
Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations.
CoRR, 2020
2019
Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation.
J. Comput. Sci., 2019
CoRR, 2019
A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs.
Proceedings of the Advances in High Performance Computing, 2019
2016
Int. J. Comput. Math., 2016
2015
J. Comput. Appl. Math., 2015
2013
Int. J. Comput. Math., 2013