B. (Bálint) Négyesi
B. (Bálint) Négyesi
Expertise
Publications
-
2024
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions
Bálint Négyesi / Kristoffer Andersson / Cornelis W. Oosterlee
Ancillary activities
-
2022-10-02 - 2024-10-02
-
2022-10-02 - 2024-10-02