Control variate method for deep BSDE solver using weak approximation

Yoshifumi Tsuchida

Year of publication:	2023
Authors:	Tsuchida, Yoshifumi
Subject:	Asymptotic expansion \| Backward stochastic differential equation \| Control variate method \| Deep BSDE solver \| Deep learning \| Weak approximation \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Schätztheorie \| Estimation theory \| Analysis \| Mathematical analysis

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