Lorenc Kapllani
According to our database1,
Lorenc Kapllani
authored at least 6 papers
between 2019 and 2024.
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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
2020
Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations.
CoRR, 2020
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