Junchao Chen
Original record- Institution
- Université Sorbonne Paris Cité
- Year
- 2022
- Country
- France
- MGP identifier
- 283375
Dissertation: Probabilistic numerical approximation schemes in finance: deep learning methods for high-dimensional BSDEs and unbiased Monte Carlo algorithms for stochastic volatility models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Jean-François ChassagneuxUniversité Paris Diderot - Paris 7 · 2008
- Noufel FrikhaInstitution not recorded
Students 0
No students recorded in this snapshot.