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

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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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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Financial+Data+Science%22">Journal of Financial Data Science</searchLink>. Spring2026, Vol. 8 Issue 2, p129-144. 16p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.3905/jfds.2026.1.218
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      – Code: eng
        Text: English
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        PageCount: 16
        StartPage: 129
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      – TitleFull: Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach.
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            NameFull: Yazdani, Alireza
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            NameFull: Nuriyev, Dmitriy
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            NameFull: Duan, Songyun
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              Text: Spring2026
              Type: published
              Y: 2026
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              Value: 8
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              Value: 2
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            – TitleFull: Journal of Financial Data Science
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