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Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach.

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Bibliographic Details
Title: Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach.
Authors: Yazdani, Alireza1 (AUTHOR) ayazdani6@bloomberg.net, Nuriyev, Dmitriy2 (AUTHOR) dnuriyev1@bloomberg.net, Duan, Songyun3 (AUTHOR) sduan20@bloomberg.net
Source: Journal of Financial Data Science. Spring2026, Vol. 8 Issue 2, p129-144. 16p.
Database: Business Source Ultimate
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ISSN:26403943
DOI:10.3905/jfds.2026.1.218