Code for the paper A deep primal-dual BSDE method for optimal stopping problems by Jiefei Yang and Guanglian Li, 2024.
jiefeiy/deep-primal-dual-BSDE
A deep primal-dual BSDE method for optimal stopping problems
PythonGPL-3.0
A deep primal-dual BSDE method for optimal stopping problems
PythonGPL-3.0
Code for the paper A deep primal-dual BSDE method for optimal stopping problems by Jiefei Yang and Guanglian Li, 2024.