Learning high-order weak approximation of SDEs by neural network with application to financial models

Operations Research Letters 2026

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Authors: Riu Naito, Toshihiro Yamada

DOI: 10.1016/j.orl.2026.107410

Cited by: 0

References: 8

Fields of Study & Subjects

Stochastic processes and financial applications Model Reduction and Neural Networks Numerical methods for differential equations

References 8