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subject:"Portfolio selection"
~person:"Becker, Sebastian"
~subject:"Option pricing theory"
~subject:"USA"
~type_genre:"Conference paper"
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
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