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Daniel Roth
Publication Activity (10 Years)
Years Active: 2019-2021
Publications (10 Years): 2
Top Topics
Fractal Dimension
Monte Carlo Methods
Learning Tasks
Top Venues
CoRR
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Publications
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Thomas Gerstner
,
Bastian Harrach
,
Daniel Roth
,
Martin Simon
Multilevel Monte Carlo learning.
CoRR
(2021)
Thomas Gerstner
,
Bastian Harrach
,
Daniel Roth
Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation.
CoRR
(2019)