| Deep learning methods for mean field control problems with delay JP Fouque, Z Zhang Frontiers in Applied Mathematics and Statistics 6, 11, 2020 | 69 | 2020 |
| Path-dependent deep Galerkin method: a neural network approach to solve path-dependent partial differential equations YF Saporito, Z Zhang SIAM Journal on Financial Mathematics 12 (3), 912-940, 2021 | 17 | 2021 |
| PDGM: a neural network approach to solve path-dependent partial differential equations YF Saporito, Z Zhang arXiv preprint arXiv:2003.02035, 2020 | 12 | 2020 |
| Mean field game with delay: a toy model JP Fouque, Z Zhang Risks 6 (3), 90, 2018 | 12 | 2018 |
| Deep signature FBSDE algorithm Q Feng, M Luo, Z Zhang arXiv preprint arXiv:2108.10504, 2021 | 8 | 2021 |
| Deep signature algorithm for path-dependent american option pricing E Bayraktar, Q Feng, Z Zhang arXiv preprint arXiv:2211.11691, 2022 | 4 | 2022 |
| Deep Signature Algorithm for Multidimensional Path-Dependent Options E Bayraktar, Q Feng, Z Zhang SIAM Journal on Financial Mathematics 15 (1), 194-214, 2024 | 1 | 2024 |
| Risk Preferences and Efficiency of Household Portfolios A Capponi, Z Zhang arXiv preprint arXiv:2010.13928, 2020 | | 2020 |
