Deep asymptotic expansion with weak approximation
Yuga Iguchi, Riu Naito, Yusuke Okano, Toshihiro Yamada, Akihiko Takahashi
| Year of publication: |
May 2021 ; Revised in August 2021
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| Authors: | Iguchi, Yuga ; Naito, Riu ; Okano, Yusuke ; Yamada, Toshihiro ; Takahashi, Akihiko |
| Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
| Subject: | Deep learning | Asymptotic expansion | Weak approximation | Kolmogorov PDEs | Malliavin calculus | Curse of dimensionality | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 22 Seiten) Illustrationen |
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| Series: | CIRJE discussion papers / F series. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2841317-9. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336343