In practice the Galerkin method for solving elliptic partial differential equations yields equations involving certain integrals which cannot be evaluated analytically. Instead these integrals are ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 64, No. 1 (2002), pp. 31-49 (19 pages) The single bootstrap is implemented by using a saddlepoint approximation to ...

This paper proposes a new deep-learning-based algorithm for high-dimensional Bermudan option pricing. To the best of our knowledge, this is the first study of the arbitrary-order discretization scheme ...