Unbiased deep solvers for linear parametric PDEs
Year of publication: |
2021
|
---|---|
Authors: | Sabate Vidales, Marc ; Siska, David ; Szpruch, Łukasz |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 28.2021, 4, p. 299-329
|
Subject: | control variates | deep neural network | Monte Carlo method | partial differential equations | Neuronale Netze | Neural networks | Monte-Carlo-Simulation | Monte Carlo simulation | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory |
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