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references.bib
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references.bib
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@book{Goodfellow-et-al-2016,
title={Deep Learning},
author={Ian Goodfellow and Yoshua Bengio and Aaron Courville},
publisher={MIT Press},
note={\url{http://www.deeplearningbook.org}},
year={2016},
pages = {199},
},
@article{Lagaris1998ArtificialNN,
title={Artificial neural networks for solving ordinary and partial differential equations},
author={Isaac E. Lagaris and Aristidis Likas and Dimitrios I. Fotiadis},
journal={IEEE transactions on neural networks},
year={1998},
volume={9 5},
pages={
987-1000
}
},
@article{Sirignano_2018,
title={DGM: A deep learning algorithm for solving partial differential equations},
volume={375},
ISSN={0021-9991},
url={http://dx.doi.org/10.1016/j.jcp.2018.08.029},
DOI={10.1016/j.jcp.2018.08.029},
journal={Journal of Computational Physics},
publisher={Elsevier BV},
author={Sirignano, Justin and Spiliopoulos, Konstantinos},
year={2018},
month={Dec},
pages={1339–1364}
},
@book{Hull,
title={Options, Futures, and other Derivatives},
author={John C. Hull},
publisher={Prentice Hall},
year={2012},
edition=8,
pages = {299-324},
},
@misc{alaradi2019applications,
title={Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations},
author={Ali Al-Aradi and Adolfo Correia and Danilo de Frietas Naiff and Gabriel Jardim and Yuri Saporito},
year={2019},
eprint={1912.01455},
archivePrefix={arXiv},
primaryClass={q-fin.CP}
}