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1 Ergebnisse
1
Monte Carlo simulation of SDEs using GANs:
van Rhijn, Jorino
;
Oosterlee, Cornelis W.
;
Grzelak, Lech A.
.
Japan Journal of Industrial and Applied Mathematics. 40 (2022) 3 - p. 1359-1390 , 2022
Link:
https://doi.org/10.1007/s13160-022-00534-x
RT Journal T1 <Title>Monte Carlo simulation of SDEs using GANs</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s13160-022-00534-x&Exemplar=1&LAN=DE A1 van Rhijn, Jorino A1 Oosterlee, Cornelis W. A1 Grzelak, Lech A. A1 Liu, Shuaiqiang PB Springer Science and Business Media LLC YR 2022 SN 0916-7005 SN 1868-937X JF Japan Journal of Industrial and Applied Mathematics VO 40 IS 3 SP 1359 OP 1390 LK http://dx.doi.org/https://doi.org/10.1007/s13160-022-00534-x DO https://doi.org/10.1007/s13160-022-00534-x SF ELIB - SuUB Bremen
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