المؤلفون: van Rhijn, Jorino, Oosterlee, Cornelis W., Grzelak, Lech A., Liu, Shuaiqiang

مصطلحات موضوعية: Computer Science - Machine Learning, Mathematics - Numerical Analysis, Quantitative Finance - Computational Finance

URL الوصول: http://arxiv.org/abs/2104.01437

المؤلفون: van Rhijn, Jorino, Oosterlee, Cornelis W., Grzelak, Lech A., Liu, Shuaiqiang

المساهمون: Sub Mathematical Modeling, Mathematical Modeling

مصطلحات موضوعية: Exact simulation, Generative adversarial networks, Monte Carlo sampling, Neural networks, Path-wise conditional distribution, Stochastic differential equations, General Engineering, Applied Mathematics

وصف الملف: application/pdf

Relation: https://dspace.library.uu.nl/handle/1874/431754

الاتاحة: https://dspace.library.uu.nl/handle/1874/431754

المؤلفون: van Rhijn, Jorino, Oosterlee, Cornelis W., Grzelak, Lech A., Liu, Shuaiqiang

المصدر: Japan Journal of Industrial and Applied Mathematics ; volume 40, issue 3, page 1359-1390 ; ISSN 0916-7005 1868-937X

الاتاحة: http://dx.doi.org/10.1007/s13160-022-00534-x
https://link.springer.com/content/pdf/10.1007/s13160-022-00534-x.pdf
https://link.springer.com/article/10.1007/s13160-022-00534-x/fulltext.html

المؤلفون: Sub Mathematical Modeling, Mathematical Modeling, van Rhijn, Jorino, Oosterlee, Cornelis W., Grzelak, Lech A., Liu, Shuaiqiang

URL: https://doi.org/10.1007/s13160-022-00534-x
http://hdl.handle.net/1874/431754
http://www.scopus.com/inward/record.url?scp=85138721919&partnerID=8YFLogxK
0916-7005
Japan Journal of Industrial and Applied Mathematics
40
3