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. |
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| 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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