B. (Bálint) Négyesi
B. (Bálint) Négyesi
Publications
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2025
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
Zhipeng Huang / Balint Negyesi / Cornelis W. Oosterlee
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2024
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions
Bálint Négyesi / Kristoffer Andersson / Cornelis W. Oosterlee
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Ancillary activities
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2022-10-02 - 2024-10-02