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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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Becker, Sebastian, Jentzen, Arnulf, Müller, Marvin S., von Wurstemberger, Philippe
Formato:	Preprint
Publicado:	2022
Materias:	Numerical Analysis Analysis of PDEs Probability 35K15, 65C05, 65M75, 68T99, 91G20
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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