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Risks2022, 10(3), 47;https://doi.org/10.3390/risks10030047

Journal: RisksVolume: 10Number: 47

Article: The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations

Authors:
Shuaiqiang Liu¹,
Lech A. Grzelak^1,2 and
Cornelis W. Oosterlee^1,3,*,‡

Link: https://www.mdpi.com/2227-9091/10/3/47

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