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"Solving Non-linear Kolmogorov Equations in Large Dimensions by Using Deep ..."

Raffaele Marino, Nicolas Macris (2023)

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DOI: 10.1007/S10915-022-02044-X

access: closed

type: Journal Article

metadata version: 2022-12-25

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Raffaele Marino, Nicolas Macris:
Solving Non-linear Kolmogorov Equations in Large Dimensions by Using Deep Learning: A Numerical Comparison of Discretization Schemes. J. Sci. Comput. 94(1): 8 (2023)

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