"Solving non-linear Kolmogorov equations in large dimensions by using deep ..."

Nicolas Macris, Raffaele Marino (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-10-14

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  - journals/corr/abs-2012-07747
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  - https://dblp.org/rec/journals/corr/abs-2012-07747
Nicolas Macris, Raffaele Marino:
Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes. CoRR abs/2012.07747 (2020)

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