Long Teng

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 10

Top Topics

Maximum A Posteriori Estimation

Brownian Motion

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Lorenc Kapllani, Long Teng
A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. CoRR (2024)
Lorenc Kapllani, Long Teng, Matthias Rottmann
Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations. CoRR (2023)
Long Teng
Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations. Appl. Math. Comput. 426 (2022)
Long Teng, Weidong Zhao
High-order Combined Multi-step Scheme for Solving Forward Backward Stochastic Differential Equations. J. Sci. Comput. 87 (3) (2021)
Long Teng, Weidong Zhao
High-order combined Multi-step Scheme for solving forward Backward Stochastic Differential Equations. CoRR (2020)
Lorenc Kapllani, Long Teng
Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations. CoRR (2020)
Lorenc Kapllani, Long Teng, Matthias Ehrhardt
A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs. HPC (2019)
Lorenc Kapllani, Long Teng
Multistep schemes for solving backward stochastic differential equations on GPU. CoRR (2019)
Long Teng, Cathrin van Emmerich, Matthias Ehrhardt, Michael Günther
A versatile approach for stochastic correlation using hyperbolic functions. Int. J. Comput. Math. 93 (3) (2016)
Long Teng, Matthias Ehrhardt, Michael Günther
The pricing of Quanto options under dynamic correlation. J. Comput. Appl. Math. 275 (2015)
Long Teng, Matthias Ehrhardt, Michael Günther
Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model. Int. J. Comput. Math. 90 (5) (2013)