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Line 193: ==Application== [[File:Loss function.png\|thumb\|The dynamically change of loss function~~\|thumb~~\|upright=1.35]] Deep BSDE is widely used in the fields of financial derivatives pricing, risk management, and asset allocation. It is particularly suitable for: # High-Dimensional Option Pricing: Pricing complex derivatives like [[basket options]] and [[Asian options]], which involve multiple underlying assets<ref name="Han2018" />.

Deep backward stochastic differential equation method: Difference between revisions