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Neural variance reduction for stochastic differential equations

Publication: Neural variance reduction for stochastic differential equations. Published Sep 26, 2022.

arxiv.orgPublished Sep 26, 2022
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Overview

Publication: Neural variance reduction for stochastic differential equations. Published Sep 26, 2022.

Publication information

Publication title
Neural variance reduction for stochastic differential equations
Authors
P. D. Hinds, M. V. Tretyakov
Published
Sep 26, 2022
Last publication revision
May 19, 2023
Venue / journal
Journal of Computational Finance, VOLUME 27, NUMBER 3 (2023)
Subject areas
math.NA, math.PR, q-fin.CP
DOI
10.21314/JCF.2023.010 ↗
Publication source
arxiv.org · abs/2209.12885v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2209.12885 ↗

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