Unbiased deep solvers for linear parametric PDEs

Marc Sabate Vidales, David Šiška and Lukasz Szpruch

Year of publication:	2021
Authors:	Sabate Vidales, Marc ; Siska, David ; Szpruch, Łukasz
Subject:	control variates \| deep neural network \| Monte Carlo method \| partial differential equations \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Neuronale Netze \| Neural networks \| Optionspreistheorie \| Option pricing theory \| Analysis \| Mathematical analysis

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