@article{deepneuralnetworkframeworkbasedon, title = {Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions}, author = {Yangang Chen and Justin W. L. Wan}, year = {2019}, eprint = {1909.11532}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/1909.11532v1}, }