Stochastic Gradient Descent in Continuous Time (Q4607057): Difference between revisions

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+.05545
@@ Property / arXiv ID: 1611.05545 / rank @@
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Closed-form likelihood expansions for multivariate diffusions
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+Q5493534
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+High order discretization schemes for the CIR process: Application to affine term structure and Heston models
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+Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
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+Asymptotic inference for stochastic processes
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+Gradient Convergence in Gradient methods with Errors
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+Parameter estimation in stochastic differential equations.
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+Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Statistical inference for ergodic diffusion processes.
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+OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
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+Speculative futures trading under mean reversion
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+Robust Stochastic Approximation Approach to Stochastic Programming
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+SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION
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+On the Poisson equation and diffusion approximation. I
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+On Poisson equation and diffusion approximation. II.
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+Exponential convergence of Langevin distributions and their discrete approximations
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+DGM: a deep learning algorithm for solving partial differential equations
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+An equilibrium characterization of the term structure
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+W2550039210
@@ Property / OpenAlex ID: W2550039210 / rank @@
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