"A differential neural network learns stochastic differential equations and ..."

Sang-Mun Chi (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-07-06

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2007-00937
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  - https://dblp.org/rec/journals/corr/abs-2007-00937
Sang-Mun Chi:
A differential neural network learns stochastic differential equations and the Black-Scholes equation for pricing multi-asset options. CoRR abs/2007.00937 (2020)

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