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"The Seven-League Scheme: Deep learning for large time step Monte Carlo ..."

Shuaiqiang Liu, Lech A. Grzelak, Cornelis W. Oosterlee (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-09-17

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2009-03202
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2009-03202
Shuaiqiang Liu, Lech A. Grzelak, Cornelis W. Oosterlee:
The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations. CoRR abs/2009.03202 (2020)

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