Neural variance reduction for stochastic differential equations
P.D. Hinds and M.V. Tretyakov
| Year of publication: |
2023
|
|---|---|
| Authors: | Hinds, P. D. ; Tretyakov, M. V. |
| Subject: | stochastic differential equations (SDEs) | L'evy processes | control variates | deep learning | option pricing | partial (integro-)differential equations (P(I)DEs) | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2023.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487028