Monte Carlo Simulation of SDEs using GANs

Monte Carlo Simulation of SDEs using GANs

Japan journal of industrial and applied mathematics (JJIAM), 2021

3 April 2021

Jorino van Rhijn

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Papers citing "Monte Carlo Simulation of SDEs using GANs"

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Data-driven generative simulation of SDEs using diffusion models Ningyuan Chen Jiale Zha X. Zhou DiffM 93 0 0 10 Sep 2025
Using Intermediate Forward Iterates for Intermediate Generator Optimization Harshit Mishra Jurijs Nazarovs Manmohan Dogra Sathya Ravi DiffM 209 0 0 05 Feb 2023
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)TransformerMathematical Finance (Math. Finance), 2022 Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 361 28 0 31 Jan 2022
Multi-Asset Spot and Option Market Simulation Magnus Wiese Ben Wood Alexandre Pachoud R. Korn Hans Buehler Phillip Murray Lianjun Bai 205 21 0 13 Dec 2021