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"Stochastic Gradient Descent in Continuous Time."

Justin A. Sirignano, Konstantinos Spiliopoulos (2017)

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DOI: 10.1137/17M1126825

access: closed

type: Journal Article

metadata version: 2018-03-13

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  - https://dblp.org/rec/journals/siamfm/SirignanoS17
Justin A. Sirignano, Konstantinos Spiliopoulos:
Stochastic Gradient Descent in Continuous Time. SIAM J. Financial Math. 8(1): 933-961 (2017)

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