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20152022
most citedA stochastic Stefan-type problem under first-order boundary conditions

13 citations · 44 across the 4 of their papers we have counts for

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math.NA2022★ 11 cited

Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing

Sebastian Becker, Arnulf Jentzen, Marvin S. Müller +1

In financial engineering, prices of financial products are computed approximately many times each trading day with (slightly) different parameters in each calculation. In many fina…