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most citedQuasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options

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Convergence of the generalization error for deep gradient flow methods for PDEs

Chenguang Liu, Antonis Papapantoleon, Jasper Rou

The aim of this article is to provide a firm mathematical foundation for the application of deep gradient flow methods (DGFMs) for the solution of (high-dimensional) partial differ…