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Journal: Risks, 2022
Volume: 10
Number: 47

Article: The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations
Authors: by Shuaiqiang Liu, Lech A. Grzelak and Cornelis W. Oosterlee
Link: https://www.mdpi.com/2227-9091/10/3/47

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