"Learning the random variables in Monte Carlo simulations with stochastic ..."

Sebastian Becker et al. (2022)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-02-09

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2202-02717
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  - https://dblp.org/rec/journals/corr/abs-2202-02717
Sebastian Becker, Arnulf Jentzen, Marvin S. Müller, Philippe von Wurstemberger:
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing. CoRR abs/2202.02717 (2022)

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