Login / Signup
Verena Köck
Publication Activity (10 Years)
Years Active: 2020-2022
Publications (10 Years): 4
Top Topics
Risk Measures
Convergence Analysis
Computationally Expensive
Neural Network
Top Venues
CoRR
SIAM J. Financial Math.
Comput.
</>
Publications
</>
Rüdiger Frey
,
Verena Köck
Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps.
CoRR
(2022)
Rüdiger Frey
,
Verena Köck
Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance.
Comput.
10 (11) (2022)
Rüdiger Frey
,
Verena Köck
Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics.
CoRR
(2021)
Claudia Ceci
,
Katia Colaneri
,
Rüdiger Frey
,
Verena Köck
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk.
SIAM J. Financial Math.
11 (3) (2020)