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Two new approaches allow deep neural networks to solve entire families of partial differential equations, making it easier to model complicated systems and to do so orders of magnitude faster. In high ...

An important class of nonlinear models involves a dynamic description of the response rather than an explicit description. These models arise often in chemical kinetics, pharmacokinetics, and ...

In this paper, we consider the numerical valuation of swing options in electricity markets based on a two-factor model. These kinds of contracts are modeled as path dependent options with multiple ...