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1 Ergebnisse
1
Learning the random variables in Monte Carlo simulations wi..:
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
.
Mathematical Finance. 34 (2023) 1 - p. 90-150 , 2023
Link:
https://doi.org/10.1111/mafi.12405
RT Journal T1
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
UL https://suche.suub.uni-bremen.de/peid=cr-10.1111_mafi.12405&Exemplar=1&LAN=DE A1 Becker, Sebastian A1 Jentzen, Arnulf A1 Müller, Marvin S. A1 von Wurstemberger, Philippe PB Wiley YR 2023 SN 0960-1627 SN 1467-9965 JF Mathematical Finance VO 34 IS 1 SP 90 OP 150 LK http://dx.doi.org/https://doi.org/10.1111/mafi.12405 DO https://doi.org/10.1111/mafi.12405 SF ELIB - SuUB Bremen
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