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Bayer, Christian
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Schoenmakers, John G. M.
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Belomestny, Denis
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Hager, Paul
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Pigato, Paolo
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Tempone, Raúl F.
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Ben Hammouda, Chiheb
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Breneis, Simon
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Butkovsky, Oleg
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Eigel, Martin
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option pricing
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Rough volatility
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Adaptive sparse grid quadrature
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Bermudan option
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Bermudan options
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Black Scholes model
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Brownian bridge
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convergence rates
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Deep neural networks
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Euler--Maruyama
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2020 - 2022
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report
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publishedVersion
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2022
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510
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Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
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openAccess
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WGL Institute
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Author: Bayer, Christian
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Start date: 2020
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End date: 2024
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DDC: 510
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