Kristoffer Andersson

Full Name

K.H. Andersson

Email

Kristoffer.Andersson@cwi.nl

Room

L125

Department(s)

Scientific Computing

Function(s)

Project member

Kristoffer Andersson

Andersson, K., Andersson, A., & Oosterlee, K. (2023). Convergence of a robust deep FBSDE method for stochastic control. SIAM Journal on Scientific Computing, 45(1), A226–A255. doi:10.1137/22M1478057
Andersson, K., & Oosterlee, K. (2021). Deep learning for CVA computations of large portfolios of financial derivatives. Applied Mathematics and Computation, 409. doi:10.1016/j.amc.2021.126399