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This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...

This is a preview. Log in through your library . Abstract A sparse-grid method for solving multi-dimensional backward stochastic differential equations (BSDEs) based on a multi-step time ...

In this paper, the authors demonstrate the route used for solving differential equations for the engineering applications at UAEU. Usually students at the Engineering Requirements Unit (ERU) stage of ...