Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
“Supplementary Material”(Iguchi, Beskos and Graham, 2025) provides the proofs of the main
results and related technical proofs, and also contains an additional numerical experiment of …
results and related technical proofs, and also contains an additional numerical experiment of …
Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models
R Naito, T Yamada - Digital Finance, 2023 - Springer
The paper introduces a new deep learning-based high-order discretization method for
semilinear degenerate parabolic partial differential equations based on a Gaussian …
semilinear degenerate parabolic partial differential equations based on a Gaussian …