Lorenc Kapllani

According to our database, Lorenc Kapllani authored at least 6 papers between 2019 and 2024.

Collaborative distances:

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

2024

A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations.

Lorenc Kapllani, Long Teng

CoRR, 2024

A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations.

Lorenc Kapllani, Long Teng

CoRR, 2024

2023

Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations.

Lorenc Kapllani, Long Teng, Matthias Rottmann

CoRR, 2023

2020

Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations.

Lorenc Kapllani, Long Teng

CoRR, 2020

2019

Multistep schemes for solving backward stochastic differential equations on GPU.

Lorenc Kapllani, Long Teng

CoRR, 2019

A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs.

Lorenc Kapllani, Long Teng, Matthias Ehrhardt

Proceedings of the Advances in High Performance Computing, 2019