//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
~person:"Yamada, Toshihiro"
~person:"Atkeson, Andrew"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Calculus"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
17
Stochastischer Prozess
17
Malliavin calculus
13
Option pricing theory
13
Optionspreistheorie
13
Analysis
12
Mathematical analysis
12
Asymptotic expansion
11
Deep learning
9
Business cycle
8
Geldpolitik
8
Inflation targeting
8
Inflationssteuerung
8
Konjunktur
8
Modellierung
8
Monetary policy
8
Scientific modelling
8
Variational method
8
Variationsrechnung
8
Welt
8
World
8
Theorie
6
Theory
6
Curse of dimensionality
5
Kolmogorov PDEs
5
USA
5
United States
5
Estimation theory
4
Schätztheorie
4
Volatility
4
Volatilität
4
1947-2007
3
Backward stochastic differential equations
3
Control variate method
3
Deep BSDE solver
3
Experiment
3
Semilinear partial differential equations
3
Weak approximation
3
Black-Scholes model
2
Black-Scholes-Modell
2
more ...
less ...
Online availability
All
Free
15
Undetermined
5
Type of publication
All
Book / Working Paper
21
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
29
Author
All
Yamada, Toshihiro
Atkeson, Andrew
Takahashi, Akihiko
21
Platen, Eckhard
17
Küchler, Uwe
13
Wälde, Klaus
13
Attanasio, Orazio P.
12
Chiarella, Carl
11
Larek, Emil
11
Kohlmann, Michael
10
Ledoit, Olivier
10
Linton, Oliver
9
Kehoe, Patrick J.
8
Magnusson, Leandro M.
8
McKay, Alisdair
8
Nakamura, Emi
8
Willis, Jonathan L.
8
Wolf, Michael
8
Alòs, Elisa
7
Christiano, Lawrence J.
7
Favero, Carlo A.
7
Haque, Qazi
7
Hess, Markus
7
Sennewald, Ken
7
Sørensen, Michael
7
Barndorff-Nielsen, Ole E.
6
Buckwar, Evelyn
6
Fally, Thibault
6
Fuhrer, Jeffrey C.
6
Kohara, Miki
6
Leitner, Johannes
6
Spilimbergo, Antonio
6
Zhou, Xun Yu
6
Ziogas, Andrew
6
Ascari, Guido
5
Bauwens, Luc
5
Caporale, Guglielmo Maria
5
Cerrato, Mario
5
Dette, Holger
5
Evans, George W.
5
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
CIRJE discussion papers / F series
6
CARF working paper
5
International journal of financial engineering
3
Asia-Pacific financial markets
1
Mathematics of operations research
1
NBER Working Paper
1
NBER macroeconomics annual
1
NBER working paper series
1
Quantitative finance
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Staff report
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
Working paper
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
2
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
New asymptotic expansion formula via Malliavin
calculus
and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
Saved in:
2
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10013336341
Saved in:
3
New asymptotic expansion formula via Malliavin
calculus
and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014331906
Saved in:
4
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin
calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
Saved in:
5
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin
calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
Saved in:
6
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
7
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
8
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
9
Deep asymptotic expansion with weak approximation
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Yamada, Toshihiro
-
2021
-
Revised in August 2021
Persistent link: https://www.econbiz.de/10013336343
Saved in:
10
Deep Asymptotic Expansion : Application to Financial Mathematics
Iguchi, Yuga
;
Naito, Riu
;
Takahashi, Akihiko
;
Yamada, …
-
2021
-
Revised in February 2022
Persistent link: https://www.econbiz.de/10013339086
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->