Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
Article in Mathematical Finance (August 2023)
The most recent citing publications are shown below. View all 7 publications that cite this research output on Dimensions.
Article in Mathematical Finance (August 2023)
Article in Scandinavian Journal of Statistics (May 2023)
Article in Numerical Linear Algebra with Applications (August 2022)